FirstTickOfBar & backtesting strategy

[jokujoku]

I have problem with FirstTickOfBar, i am using EnterlLongLimit(Open[0]-(Ticksize*x))
in backtest I think ninja is executing orders before first tick of bar happend , and I am changing limit orders during first tick of bar. and there is not anymore active such orders what ninja will execute or not execute,

Everything is working well realtime or market replay.
But I can't use backtest or backtest not give me accurate results

[KBJ]

Here is a recent posting I made on the limitations of the Strategy Analyzer...

Backtest Restrictions with Strategy Analyzer
http://www.ninjatrader.com/support/f...5&postcount=10

And there's more in the NinjaTrader help file...

Discrepancies: Real-Time vs Backtest
http://www.ninjatrader.com/support/h...ime_vs_bac.htm

[NinjaTrader_Brett]

Thanks KBJ.

This is correct. You will want to see his link for differences between backtesting and realtime. In backtesting all strategies run Calculate On Bar Close = True.

Let me know if I can be of further assistance.

[jokujoku]

Thank you very much

Here is a recent posting I made on the limitations of the Strategy Analyzer...

Backtest Restrictions with Strategy Analyzer
http://www.ninjatrader.com/support/f...5&postcount=10

And there's more in the NinjaTrader help file...

Discrepancies: Real-Time vs Backtest
http://www.ninjatrader.com/support/h...ime_vs_bac.htm