101 entry question

[5iver]

I'm experimenting with the Strategy Wizard — working through the tutorial vids etc — I've built the basic SMA crossover strategy, but all the entries that are generated seem to be happening two or three bars AFTER the actual cross... I've tried deselecting the "execute on bar close" option, but to no avail.

For my purposes — to understand how to build a scalping strategy on fast timeframes (144 tick etc) with very conservative targets — I want it to enter at market the moment the SMAs cross. Is this possible using the wizard?

Many thanks in advance.

[NinjaTrader_Ray]

If you check the SMA values using the DataBox on the 2nd bar before your entry marker, you will see that your fast MA did not cross the slow MA although it may visually look that way. Then, the next bar would then be the 1st bar where there was a true crossing of values. On this bar, your condition is true and then the entry occurs on the next bar.

In a backtest, values are evaluated by by bar which is the same as on the close of the bar since this is when the values are known.

If you run in real-time, you can choose to set the Calculate on bar close value to false and an entry would occur the second their was a true cross of SMA values.

[5iver]

Thank you Ray,

So, live data is the only way to truly know if this particular approach is working.

Hmmmm....

[mrlogik]

Trevor,

You shouldn't see the execution 2 / 3 bars after the actual cross.

From my experience, you should see the entry at the open price of the bar following the cross. Since you are executing end of bar, the moment the SMAs cross is when the bar closes, which the very next second (or tick) will create the open of the following bar, which should execute your entry.

I believe for backtesting purposes, you can currently only execute end of bar computations.

hope this is informative.

[NinjaTrader_Bertrand]

Thanks for adding mrlogik, you could use the ideas of this reference sample - http://www.ninjatrader-support2.com/...ead.php?t=6652

But this would only possible outside of the wizard.

You could test the wizard strategy in realtime with CalculateOnBarClose set to false, this will allow you to enter on the SMA cross. But of course there's a tradeoff involved as you can get more intrabar whipsaws with this kind of entry then...