Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

Can I backtest if I set CalculateOnClose to false?

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Can I backtest if I set CalculateOnClose to false?

    I know that I can not backtest when I use the OnMarketData. However, if I set the CalculateOnClose to false and have the trading code in OnBarUpdate, can I backtest?

    #2
    When backtesting, CalculateOnBarClose is always evaluated as true. You do not have intrabar granularity so setting it to false will not yield any difference than true.
    Josh P.NinjaTrader Customer Service

    Comment


      #3
      Thanks, Josh! I will have some bar objects in OnBarUpdate. I also would like to monitor the ticks. I learned from you that I can use OnFirstTick to handle the on bar close if I set the CalculateOnBarClose to false. If I have a trading code in intrabar granularity and set the CalculateOnBarClose to false, can I do backtesting?

      Comment


        #4
        You will have to amend the logic because that is logic that accounts for intrabar granularity which is just not available when backtesting.
        Josh P.NinjaTrader Customer Service

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by tsantospinto, 04-12-2024, 07:04 PM
        7 responses
        126 views
        0 likes
        Last Post aligator  
        Started by futtrader, 04-21-2024, 01:50 AM
        5 responses
        56 views
        0 likes
        Last Post NinjaTrader_Eduardo  
        Started by PeakTry, Today, 10:49 AM
        0 responses
        2 views
        0 likes
        Last Post PeakTry
        by PeakTry
         
        Started by llanqui, Today, 10:32 AM
        0 responses
        5 views
        0 likes
        Last Post llanqui
        by llanqui
         
        Started by StockTrader88, 03-06-2021, 08:58 AM
        45 responses
        3,994 views
        3 likes
        Last Post johntraderuser2  
        Working...
        X