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Intrabar fill in back testing

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    Intrabar fill in back testing

    Hi,
    If I want to test a strategy with entries on MA tuch (as a price tuches the EMA execute a trade).
    How can I get the same results in back testing as it would be in live trading?
    What if I execute a Limit order. Will I get filled in back testing with that price?

    Regards,
    Baruch

    #2
    Hi Baruch, there are two default fill types to choose from when backtesting, liberal and default.

    Liberal will execute those limits on a touch and default will need a penetration of that limit level, please see this link for more details -



    To simulate intrabar fills in backtesting, please review the concept of this reference sample - http://www.ninjatrader-support2.com/...ead.php?t=6652

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