Strategy Analyzer - Testing minute Intrabar

[popost]

Dear Ninjatrader,

I'm currently developing an strategy in NT7 that operates in the minute intrabar.

I know that the Strategy Analyzer ignores the condition CalculateOnBarClose = true, setting it to false.

I've solved part of the issue checking the conditions for the trade in (PeriodType.Minute, 1) and setting some values that if they get satisfied in (PeriodType.Tick, 1), then trades.

The problem is that some trades are done late or not done during the tests, because, the conditions and values for the trade happened seconds before the bar close.

For me is crucial to solve this isue in order to be able to test and optimize it properly. There is a way to solve it?

Thank you very much,

[NinjaTrader_PatrickH]

Hello popost,

Thank you for your post and welcome to the NinjaTrader Support Forum!

There is no means to ruly have intra-bar calculations over historical data in NinjaTrader 7. So Strategy Analyzer backtests can only simulate intra-bar fills but not intra-bar calculations.

NinjaTrader 8 offers Tick Replay which can be used for intra-bar calculations over historical data. Please visit the following link for more information: http://ninjatrader.com/support/helpG...ick_replay.htm

Please let me know if you have any questions.

[popost]

Hello PatrickH,

First of all, thanks for your fast and usefull response! It was impresive!

I'm using for that strategy an indicator that will take a long time to convert it from NT7 to NT8...

I've just found that some users test the strategies that need COBC=True with "Market Replay" for NT7. Is that possible?

Thank you very much

[NinjaTrader_PatrickH]

Hello popost,

Yes, you could run Market Replay. Keep in mind this is Replay data and not Historical data as the Strategy Analyzer would use.

I would also like to note you refer to CalculateOnBarClose = True in historical calculations. This is exactly what it does. I think you are trying to refer to calculating intra-bar and thus CalculateOnBarClose = false.