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Entries: 1 Bar Slower when backtesting

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    Entries: 1 Bar Slower when backtesting

    ...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?

    #2
    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.
    RayNinjaTrader Customer Service

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      #3
      thanks Ray.

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