Remove Intrabar Granularity for Live?

[Serac]

Does anyone have input regarding the changes best done to a strategy when transitioning from development/backtesting to live trading?

My strategy using intrabar granularity for more accurate backtest results, with COBC = True.

However, for live trading, it seems that completely removing the unnecessary-for-live trading intrabar granularity would be best. And depending on the strategy, COBC = False.

Thoughts?

Thanks!

[NinjaTrader_Bertrand]

Serac, if this was just added for submitting orders to finer series for execution I would agree, you can probably include a call to Historical here to then define where orders should be sent to (primary for live/realtime, your added for historical environments).

[Baruch]

If you want to reproduce in backtesting "COBC = False" you add one tick or one range granularity. In that case it should be the same in live, because in live "COBC = False" says run on every tick.

Baruch

[Serac]

Thanks, Bertrand. Works just as I expected.

And for future reference for others: It is possible to set COBC contingent on the state of Historical. I did CalculateOnBarClose = Historical and if (Historical) { Add(PeriodType.Tick,1); } in the Initialize() function.