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5 min chart doesn´t cointains minutes data?

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    5 min chart doesn´t cointains minutes data?

    Hi,
    I´m backtesting my strategy and don´t know why I have this problem:
    I´m using 5min chart. When I open position and the same bar have long range, so this bar is over my SL, it gets me out on the same bar as I´ve entered. Sounds confusing, so I give you example:
    The 5min bar open at 100$ and close at 90$. I open a short position at 95$ with 5$ stop loss. Price is going down to 90$ and next 5min bar opens at 90$ and I´m still at market in 5$ profit. BUT, backtest calculated it as lose, because I´ve entered at 95$ and SL gets me out on same bar at 100$. So it looks, it doesn´t calculate minute bars, which shows how price during 5 min moves (in this case still down, not up as it calculated).

    Is it normal, or I have something wrong? Thanks a lot.

    #2
    Hi sfingakiller, this is expected the backtest does not look inside your 5 minute to determine the tick formation of the bar. For finer granularity when backtesting, you can check into this sample - http://www.ninjatrader-support2.com/...ead.php?t=6652
    BertrandNinjaTrader Customer Service

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