P&F charts

[Downhillryder]

Hi

I am having trouble back testing a strategy based on a P&F chart. Currently the simple strategy is GoLong when an up bar starts and GoShort when a down bar starts. In order to get in at the start of the bar I am having to do the following :-

if (Historical)
{
if (Open[0] < Close[1])
EnterLong();
if (Open[0] > Close[1])
EnterShort();
}
elseif (!Historical)
{
if (Open[0] > Close[1])
EnterLong();
if (Open[0] < Close[1])
EnterShort();
}

This is baffling to me !

Thanks for any help

regards dave

[NinjaTrader_Bertrand]

Hi Dave, thanks for the post - unfortuntately there are known limitations with backtesting point and figure bars per default accurately - in a backtest there's not enough granular info available to replicate the realtime order execution behavior on those types - please review also the intro section on our bars types - http://www.ninjatrader.com/support/h.../bar_types.htm

With NinjaTrader's flexible programming framework, you can submit orders to a finer series for execution though to simulate a more accurate, intrabar fill -

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