bug on granularity back testing - Trades since bar Opening

[giogio1]

I wrote a strategy and realized I cannot test it because the backtesting with granularity simply doesn't work.
I wander if theer

I set a chart with 1000 ticks volume chart and I use the approach
Add(PeriodType.Tick, 1).
Clearly the work is correct and the results are more similar to thebacktesting with MarketReplay.
But really what is happening is that in the main volume-chart the order is sent at the order of the bar but the intraday granularity method calculates it using a one tick series from the open thus making all results invalid.
The calculation should be done at he next bar, that is on the tiks following the close of the main volume-chart where the strategy is inserted.
For the exits is not really relevant.


Any idea? How to make NinjaTrader 7 working correctly?
Regards
G

[NinjaTrader_AlanP]

Hello giogio1,

Thank you for your note.

Without the full code we're unable to test on our end.

If you'd like to upload the full code I can take a look and see if anything jumps out. Or if you'd prefer to email a copy, send to platformsupport[at]ninjatrader[dot]com with Attn: Alan P in the Subject line. Also within the email please include a link to this thread, and the files.

I look forward to your reply.

[giogio1]

Thank You Alan,
I'll prepare a test case for you as soon as I can get to it.
Best
G