Bollinger Crossover

[benww604]

I'm trying to create a strategy to buy as soon as price crosses above lower bollingerband. When I backtest, the chart shows entry at the close of the following bar. Any help on how to revise the code is much appreciated.

My code:
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Condition set 1
if (CrossAbove(High, Bollinger(2, 14).Lower, 1))
{
EnterLong(DefaultQuantity, "");
}
}

[NinjaTrader_Bertrand]

benww604, this more of an understanding item than an actual code one. You can only detect the cross once it has occurred, meaning the signal candle has closed. Then you would be automatically at the open of the next bar as earliest possible trade location.

You could though simulate getting a fill on a finer bars series with the concept shown in this example - http://www.ninjatrader.com/support/f...ead.php?t=6652