Cross Above/below Order Execution Delay

[Willl]

Hi I Am Having An Issue With Having A Multiple Bar Delay In My Order Being Executed From Where The Actual Indicator Cross Above/below Actually Occurs, How Can I Remove This "lag" Also I Want To Be Able To Use The Cummulative Bid/ask Volume As A Condition Of Entry, Please Help, Thank You.

- Will

[NinjaTrader_Ray]

A few questions -

- Backtest or real-time
- Strategy wizard or NinjaScript Editor
- Do you mean cummulative market depth?

[Willl]

Currently Backtest, In Strategy Analyzer Optimization, If There Appears To Be A Delay In Backtest Wont This Lag Be Present In Real-time, I'm Editing In Strategy Wizard Currently, Yes I Mean Cummulative Market Depth For Bid Side And Ask Side Just As Seen In The Dom

[NinjaTrader_Ray]

Market Depth not accessible in the Strategy Anaylyzer unfortunately. In backtest, the entry will always happen the bar after the bar where the condition is true. This is the nature of backtesting.

[Willl]

Is Market Depth Available In Realtime Testing? And How?

[NinjaTrader_Ray]

It is available in NT 6.5.

Here is a reference sample - http://www.ninjatrader-support.com/v...ead.php?t=3478