Why is it that in strategy analyzer the filled time of entries are base on bar close? For example, it entered at 9:33 bar but it got filled in 9:36 even though I got tick data stored in NT db. What's wrong with this? I thought this was already solve in latest NT 7 version.
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Hello luxurious_04,
Thank you for writing in.
During a backtest, fills are determined based on 4 data points, open, high, low, and close of a bar since that is the only information that is known during a backtest.
Please take a look at this help guide link for more information about the discrepancies between backtesting and real-time: https://ninjatrader.com/support/help...ime_vs_bac.htm
To achieve intrabar fills, I would suggest taking a look at this forum post for information about backtesting with an intrabar granularity: http://ninjatrader.com/support/forum...ead.php?t=6652
Please, let us know if we may be of further assistance.Zachary G.NinjaTrader Customer Service
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