I have developed a couple of strategies already. Finally, all has problems in either backtesting or real time trading because the lack of knowledge about some details of NT. Now I am going to make a new strategy. Can anybody help me to see what I should use? My requirements and questions are:
1. The ability to backtest in a same or similar result as real time trading;
2. I am going to make the trading code in second bar object under OnBarUpdate with CalculateOnBarClose to true. Is this the best solution? I know that I will lose the tick handling in this way, but second is good enough for me because I know that tick will not allow backtest.
Thanks!

Comment