Using Bid/Ask data for better backtest execution

[freewind]

Hi,

I uploaded historical bid/ask trades value for a specific instrument.
I want to construct a backtest that is as closer to reality as possible using this data.
How can I implement that when I send Buy order I buy at the ask price and vice verse for short trade?

Thanks!

[NinjaTrader_Bertrand]

freewind, for this to happen, you would need to Add() the respective series in your code (so create a MultiSeries strategy) and then submit orders to those instead of just to the primary running on your 'Last' data.

http://www.ninjatrader.com/support/helpGuides/nt7/add3.htm

[freewind]

Thanks Bertrand.

This is what I did, I thought there was a better way...