Exit a position on close of the same bar

[HenryJin]

Hello,

I'm new to NT.

I'm learning to code a strategy. Let's say using MA crossover on a DAILY bar to enter a position and then want to exit the position at the close of the bar. Is it doable? And how?

Thanks

[NinjaTrader_Bertrand]

Welcome to our forums Henry - this would be doable in NT but you would need to add a finer intraday series then to the strategy running on a daily chart. This way you would have access to the intraday time stamps and could exit before the daily session close. The underlying framework in our NinjaScript needed is explained here in the helpguide - http://www.ninjatrader.com/support/h...nstruments.htm

[HenryJin]

Appreciate your prompt response, Bertrand. I see you point and believe it will work.

The idea I'm testing is always enter a position at market open and exit at market close the same day. This can be easily done for real trade. But to BACKTEST it, especially to go back for a long period, the intraday data may not be available. In that case, will you recommendation still work? If not, is there any alternative?

[NinjaTrader_Bertrand]

You're welcome Henry - unfortunately to backtest this approach you would need intraday data. Kinetick for example supplies at least 2 years of data (more on the popular contracts) to backtest with on the paid subscription (www.kinetick.com).