Sub-minute bars

[ezhuth]

Hello:
I'd appreciate if anybody can help me with the following: I am trying to test a MA crossover strategy (despite the disdavantages of this lagging indicator), where MA values will be calculated based on 1 minute chart. But, to get a better trigger "as soon as the crossover takes place", I would like to check for crossover, say, every 15 seconds (at the same time avoid checking for crossover with every tick, which is CPU intensive and more prone to whipsaws). Is this possible? Can I create "sub-minute" or 15 second bars as secondary bars? How would you define a 15 second bar?
Also, would it be possible to backtest such a strategy with historical tick data for say 2 weeks? Thanks a lot for your help.

[NinjaTrader_JoshP]

ezhuth,

Please see this reference sample: http://www.ninjatrader-support2.com/...ead.php?t=6652

[ezhuth]

Josh, thank you very much for your help. I did see this reference sample, but my question was more centered on validity of creating a 15 second bar by:
Add(PeriodType.Second,15)
If this is a valid bar, then i would assume NT is compiling the tick data from the sinal provider to create the OHLCV data for the bar, correct?.
(Note: I did not want to use "Period.Type.Tick" since there is no control over time). Thanks again.

[NinjaTrader_Bertrand]

Hi ezhuth, please tell us which datafeed or broker you use to get the needed data in NinjaTrader, Thanks!

[ezhuth]

I am new to the NT and I just signed up with barcharts.com. Of course, please let me know if using any other signal provider will make a difference. Thanks

[NinjaTrader_JoshP]

BarChart creates second bars from tick data. You will be fine with your configuration.

[ezhuth]

Josh & Bertrand: Thank you.