Order is open 1 tick after close

[AaronKoRn]

I have the strategy working with OnClose and I am using the strategy on the ES in real time.
I notice, that the order are open 1 tick after the closing of the bar.

for example, say the bar closes at 401.25, a Buy order will open at 401.50.
and I am using the simple EnterLong function

why the delay?

[bltdavid]

I have the strategy working with OnClose and I am using the strategy on the ES in real time.
I notice, that the order are open 1 tick after the closing of the bar.

for example, say the bar closes at 401.25, a Buy order will open at 401.50.
and I am using the simple EnterLong function

why the delay?

What kind of bars are you using?
Minute bars? Tick? Range? Renko?

The chart's BarType makes a huge difference.

[NinjaTrader_BrandonH]

Hello AaronKoRn.

Thanks for your post.

NinjaTrader is event-based and bar closures are signaled when the next bar starts developing.

This is because we signal a bar closure with AddBar() in the BarsType, and we cannot be sure that we have the last tick of a bar until we get a tick that qualifies as an opening of the next bar.

When using a strategy with the Calculate mode OnBarClose, the strategy will process data and place trades when the current bar closes and the new bar begins developing.

Here is a help guide page about AddBar() for more information: https://ninjatrader.com/support/help...t8/?addbar.htm

And, here is a help guide page about Calculate for more information: https://ninjatrader.com/support/help...?calculate.htm

Please let us know if we may assist further.