Driving Strategy on Chart from only Bid Data

[richa61416]

Hello NinjaTrader Support,
I am trying to make my strategies work a little more realistic in real time as the performance gained in Backtesting. One of the issues I have found especially as it comes to Forex with different spreads, my trading is totally affected by the size of the spread.


Is there a way to change my realtime charts running strategies so that they ignore the ask for fills and only be driven by the BID. It would be similar to how the backtesting fills orders.

I am aware that when I send it into the market, it will then be affected by the ask and the bid, however I am only concerned with when my strategy is triggered on Buystoporder etc.

What files would I need to modify?

[NinjaTrader_CalH]

Hello Richa61416,

Thank you for your post.

You would need to work this the other way around. The live market, your orders are going to fill at the Ask or Bid prices. You would not be able to force the orders to get filled at just the Bid.

You would need to add an underlying data series for the Ask price. The reason for this is in the backtest the Close prices uses the Bid price, however in the live market your Buy orders are going to fill at the ask and Sell will fill at the bid.

http://www.ninjatrader.com/support/h..._ask_serie.htm