Weir LimitPrice ProfitTarget on Backtesting >_<

[pcijoin]

As the Image file attached below, you could see with the limitprice and proittarget, the order will be filled and profited in the same bar. (However, just look at the Green/Red Bar, in the real world, it should never be true....)

Is this a NT bug? Is there anyway I can make the NT to handle it properly.
Please help! This is my first post in NT forum.

Thank you for your help!

[NinjaTrader_Bertrand]

Welcome to our forums here - what you see is an expected outcome, the orders are attached to the entry execution and as such could fill intrabar - if you would like to see it different, you can work with BarsSinceEntry() to submit your exits for the next bar.

http://www.ninjatrader.com/support/helpGuides/nt7/barssinceentry.htm

[pcijoin]

Welcome to our forums here - what you see is an expected outcome, the orders are attached to the entry execution and as such could fill intrabar - if you would like to see it different, you can work with BarsSinceEntry() to submit your exits for the next bar.

http://www.ninjatrader.com/support/h...sinceentry.htm

Bertrand, thanks for your support!

But the problem is that. The bug is: In a Red candle stick bar (Open Price>Close Price), The Long order place at the bottom, but the order could filled on the top which is never gonna be true in the real time (Especially when open and high are the same).
So are you saying this is a behavior in NT that cannot be avoid unless I use BarSinceEntry? However, if this is a Green Candle stick Bar (Close>open), I expected the order should be filled intrabar. So BarSinceEntry will cause me problem.

Is there any way to avoid this? Is this a bug??? Please help! Thanks!

[pcijoin]

Can any one help? Please!

[NinjaTrader_JoshP]

pcijoin,

Your expectation of being an invalid trade when it is a red bar or a valid trade when it is a green bar is not necessarily accurate. Just because it is a red bar does not tell you any information about what could have happened intrabar. The bar could have went down to the low, came all the way back up to the high and then went all the way back down again. In such a scenario, any type of trade could have been possible.

If you are looking for more accurate backtesting of such intrabar scenarios the only solution that would suffice in terms of accuracy would be to add an additional bar series to give you that extra intrabar granularity in which your strategy could run off of. Please see here for how to create a multi-series strategy: http://www.ninjatrader.com/support/h...nstruments.htm

[pcijoin]

Thank you so much! Josh.
Your answer solved my confusion and I know the way to go.
Appreciated!

pcijoin,

Your expectation of being an invalid trade when it is a red bar or a valid trade when it is a green bar is not necessarily accurate. Just because it is a red bar does not tell you any information about what could have happened intrabar. The bar could have went down to the low, came all the way back up to the high and then went all the way back down again. In such a scenario, any type of trade could have been possible.

If you are looking for more accurate backtesting of such intrabar scenarios the only solution that would suffice in terms of accuracy would be to add an additional bar series to give you that extra intrabar granularity in which your strategy could run off of. Please see here for how to create a multi-series strategy: http://www.ninjatrader.com/support/h...nstruments.htm