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Is there any way that I can make a back test?

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    Is there any way that I can make a back test?

    I set the CalculateOnBarClose to true because the tick will every time frames in the OnBarUpdat if it set to false. However, I still want to mornitor the ticks. So I chose OnMarketData. The problem is that I can not make a back testing with it. My questions are:

    1. Is there any other way I can do so that I can both get ticks and back testing?

    2. If I set CalculateOnBarClose to false, is there any way that I can ignore the ticks for the code that is wrote for a specific time frame, such as 60 min bar?

    3. If there is no solution, does the version 7 have any solutions for this issue?

    Thanks!

    #2
    atrader, in realtime you could put your OnBarClose conditions in

    Code:
     
    if (FirstTickOfBar)
    {
    do on bar close calcs
    }
    For backtesting the OnBarUpdate() is called only on the close of the bar as the tick formation is not known.

    To test intrabar executions you could add a finer granularity to your strategy - http://www.ninjatrader-support2.com/...ead.php?t=6652

    Comment


      #3
      Hi Bertrand, Thanks for the fast reply. I think that is what I need.

      Comment

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