Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Fill to Current Bar

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Fill to Current Bar

    Hi,

    I'm new to NinjaTrader and I'm evaluating it.
    I setup a strategy and backtest using the daily data.

    I found that the entry (e.g. Long or Short) signal is delay one bar. For example, enterlong() signal on current bar, but the entry day is one bar afterwards.

    Anything need to adjust in order to Fill the order on signal generation bar (e.g. enterlong() at the close of signal generation bar) ?

    #2
    This is how it works. In real-time, a bar is closed, signal is generated, order is submitted and the resulting fill shows up on next bar.
    RayNinjaTrader Customer Service

    Comment


      #3
      I see. For backtest, how to set the order immediate fill at market close on current bar which the signal generate ?

      Comment


        #4
        If you mean have the fill at the close of the bar on the same bar where the signal is generated?

        Then this is not supported.
        RayNinjaTrader Customer Service

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by Haiasi, 04-25-2024, 06:53 PM
        2 responses
        17 views
        0 likes
        Last Post Massinisa  
        Started by Creamers, Today, 05:32 AM
        0 responses
        5 views
        0 likes
        Last Post Creamers  
        Started by Segwin, 05-07-2018, 02:15 PM
        12 responses
        1,786 views
        0 likes
        Last Post Leafcutter  
        Started by poplagelu, Today, 05:00 AM
        0 responses
        3 views
        0 likes
        Last Post poplagelu  
        Started by fx.practic, 10-15-2013, 12:53 AM
        5 responses
        5,408 views
        0 likes
        Last Post Bidder
        by Bidder
         
        Working...
        X