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    Entry problems

    EnterLongLimit(DefaultQuantity, Bollinger(1, 40).Upper[0], "BuyBB1");

    When I use this as an entry on a one minute time frame and the current bar is at the Bollinger(1, 40).Upper[0], the entry works perfect buying the price that the Bollinger Band is at. But sometimes even when the High of the bar is below the Bollinger Band the chart shows that the strategy entered at a price that was floating above the High of the bar but at the price of the Bollinger Band. Is this a charting error or will a trade actually occur?

    My objective is to enter a trade at the price of the Bollinger Band IF it reaches the price of the Bollinger Band as soon as it reaches it. I've tried conditional entries "if the high reaches BB then EnterLong() but this creates a delayed entry to the next bar.

    What do you recommend?
    thanks

    #2
    Hi Ken,

    This likely has to do with how limit orders are filled in the backtest. Please review the following link then > Understanding historical processing options


    Please let us know if this doesn't address what you're seeing.
    Ryan M.NinjaTrader Customer Service

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