Simple Strategy Help

[floyd084]

So i run this strategy and even though I have onbarclose = false the strategy doesnt try to execute a trade until the bar closes. I haven't tried it real time but hte historical performance always shows executions on the open of the next bar, and not the current bar in which the "If Then" conditions where met. Any ideas?

protected override void Initialize()
        {
            SetProfitTarget("", CalculationMode.Ticks, 8);
            SetStopLoss("", CalculationMode.Ticks, 25, false);

            CalculateOnBarClose = false;
            IncludeCommission = true;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            // Condition set 1
            if (Close[0] >= Bollinger(2.33, 8).Upper[0])
            {
                EnterShortLimit(DefaultQuantity, Bollinger(2.33, 8).Upper[0], "Short");
            }

            // Condition set 2
            if (Close[0] <= Bollinger(2.33, 8.Lower[0])
            {
                EnterLongLimit(DefaultQuantity, Bollinger(2.33, 8).Lower[0], "Long");
            }
        }

[NinjaTrader_Bertrand]

floyd084, you would need to run this in realtime or replay for seeing the intrabar updates offered via CalculateOnBarClose = false. As in backtesting and processing historical data parts this would always be 'true' as the intrabar formation would not be available.

[floyd084]

Thanks. I had a feeling that may be the problem, but the intra bar data is available, ninjatrader just isn't accessing it. Is there a work around to this? how does the historical performance "run"

[NinjaTrader_Matthew]

Hello,

When backtesting, events will always be processed at the end of the bar. For example if you are running on a 5 minute series, the events are processed at every 5 minute bar.

However, it is possible to add a smaller time frame to process events "intrabar". Please see our Reference Sample on 'Backtesting NinjaScript Strategies with an intrabar granularity'

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