How to entry on same bar after CrossAbove

[Merlin997]

Hello,

i would like to ask you for a help.
I use CrossAbove in my SMA Crossing strategy. My problem is that my Strategy entries and exits with some delay usually 1 or 2 bars AFTER SMA Crossing. Please see the attached picture. Thanx for your help.

[NinjaTrader_Bertrand]

Merlin997, welcome to the forums - this is unfortunately expected in backtesting - it will enter at the first possible trade location after your entry signal triggered, this is the open of the next bar. You could add a finer granularity to your strategy to simulate intrabar executions, for a sample into this topic, please check this link - http://www.ninjatrader.com/support/f...ead.php?t=6652

[Merlin997]

Hello Bertrand

thank for fast reply. I did it as you descriebed below. But for me it does not work as i wish.
I use 1 minute Timeframe and and if contition (if (BarsInProgress == 0)) for starting body which contains my SMA crosses, but it produces almost the same result as before. Please see the picture

[NinjaTrader_Bertrand]

You're welcome - this is as close as you can get in backtesting, you submit the order after the bar it was triggered on has closed.

[Merlin997]

Is any other possibility if i want to entry on the same bar as SMA cross occurs?

[NinjaTrader_Bertrand]

Unfortunately not in backtesting - please take a few moments to think about the process - once the bar closes you know the cross over occured and you would like to take the signal, timewise you're then already at the start of the next bar. You could place a limit order to get a better fill closer to the crossover point, but then you would likely miss a few entries...