Entries: 1 Bar Slower when backtesting

[samuelg]

...i am trying to backtest a multi-instrument strategy that enters a position after an MACD crossover from another instrument. the problem is that: the strategy does not enter a position immediately after a crossover, it waits 1 bar and then enters a position.

is this normal when backtesting? if not, how can i fix this?

[NinjaTrader_Ray]

Yes this is normal since in a backtest, you are testing for an entry condition at the close of a bar and submitting an order which is filled on the next bar.

[samuelg]

thanks Ray.