Backtesting with EOD data, tried to used open course.

[eleos]

Hello,


When backtesting I would like to try different strategies.
For example a buy order to the open course. Whenever i tried this order will always be executed at the end of the trading day.
As far as I understand it, this is due to the hystorical data, which is just EOD data. Is there a way avoid this, with only EOD dataseries?

[NinjaTrader_AlanS]

Hello eleos,

Thanks for writing in and welcome to the NinjaTrader support forum!

During a backtest, strategies can only be processed at the close of each bar.
Assumptions that are made on the fill price of an order is based on the OHLC of a bar and the price of the order itself. You can also have differences depending on which fill algorithm you choose.

I'd recommend taking a look at the Understanding historical fill processing section of our help guide.

Please let me know if I may be of any further assistance.