Historical backtesting - trade in a one day lag

[dillen]

Hi,

I am new to ninjatrader, and trying to figure something -
I have the following code, and I debug it using VS back testing with day bars. The limit price is greater than the short price, and the low of the day is lower than the stop price, however, in the back testing results the trade is being recorded on the next day at 07:00:00. what is the reason for that ?

the code is :

if (Low[0] <= ShortPrice )
{
EnterShortStopLimit(QTY, LimitPrice, ShortPrice, "short");

}

[NinjaTrader_Brett]

Hello,

Thanks for the forum post and welcome.

In NinjaTrader with historical processing the order engine takes all order action at the OPEN of the next bar price after the condition is true for fill. We take this approach as we believe it is more accurate in most chart types.

-Brett