Backtesting with CalculateOnBarClose=false

[freewind]

Hi,

I'm trying to backtest a simple moving average strategy.
The input to the MA is 60m bars BUT I want to calculate on time sample smaller then the 60min.
I want that the value of the MA will change like in real-time with CalculateOnBarClose=false so every 1min the MA value will be change as the close of the 1 minute bar change.

Is there a simple solution for this?

TX in advance!

p.s. I can think on a complicated solution but maybe one of you has a better solution.

[NinjaTrader_Joydeep]

Hello freewind,
You can build a multi series strategy to backtest your strategy on a higher granularity timeframe. Please refer to the sample code which demonstrates how to do it

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

Please refer to our help guide to get more information on Multi-series concepts

http://www.ninjatrader.com/support/helpGuides/nt7/multi_time_frame__instruments.htm

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

[freewind]

I'm familiar with the multi-instrument strategy.

But it doesn't solve the problem of updating the MA of the 60minute every 1 minute.

[NinjaTrader_Joydeep]

Hello freewind,
Ok, I got what you are trying to do.

Unfortunately there is no simply way of doing it. During backtest the calculations are made on the bar close only. You can make a synthetic data series/bar series, but nothing natively available.