Backtesting Entries/Exits not real!

[umbajwa12]

Hi Guys,
When i backtest a strategy and see the Entries/Exits , they happen to come a bar later ,at the Next bars open than when they should be at the Close of Signal bars.How do i get this done? As it negates the very purpose of backtesting.

Regards
S

[NinjaTrader_Joydeep]

Hello umbajwa12,
Thanks for writing in and I am happy to assist you.

Unfortunately in backtesting the orders are submitted at the next bar only. You can however create a multi-series strategy, with the additional bar series having a higher granularity than the primary bar and submit the orders on the secondary bar series to overcome this limitation.

Please refer to this sample code which demonstrates it

http://ninjatrader.com/support/forum/showthread.php?t=6652

Please let me know if I can assist you any further.

[umbajwa12]

Why is this so unfortunate?Let us amateurs do it for you all you need is give us access to your core files?