First Strategy Help

[koganam]

So it runs with COBC, even in market replay, not just in backtest mode?

Thanks for your help.

In Market Replay, it should run with whatever COBC setting you are using: in Backtest, essentially, it is always COBC = true.

[NinjaTrader_CalH]

ScottieDog,

Kognam is correct. The COBC will be whatever you set it to when first add and running the strategy. The back test will always have this setting set to true.

[Tomhgriff1]

sorry to hijack this thread but I have a similar question.

In the backtest to reference the previous bar I have to use High[0]. High[1] references 2 bars ago. I understand this is because of the COBC setting of the backtest.

However, when I trade in realtime and COBC set to false having High[0] causes issues as the system terminates itself claiming things like "limit offer is less than ask".
If I have backtested a system on COBC am I going to get a realistic real world execution if i just leave that set to false in the realtime trading also?

Thanks