Plot Executions is on Wrong bar

[kevinenergy]

I've got a strategy running on a chart. I noticed that when I plot the executions that the executions are being plotted one-bar after the one I expect. Just wanted to check if this is normal or if there's a glitch in my code. I've attached a screenshot of an example. I expect to go long on the close of the bar before the entry bar thats plotted and exit on the bar before the exit bar that's plotted.

[NinjaTrader_Jim]

Hello kevinenergy,

Thanks for your post.

This behavior would be expected when we are calculating a strategy with Calculate.OnBarClose. Let's take a look at the SampleMACrossover strategy. A cross occurs and the next bar calculates the crossover and submits an order. The next bar after that then shows the execution marker.



Testing with Calculate.OnEachTick/OnPriceChange, we can see that a cross can occur, an order can be submitted and the execution can be plotted all on the same bar. I used Tick Replay to be able to run the strategy historically using Calculate.OnEachTick/OnPriceChange.



Please let us know if you have any additional questions.

[kevinenergy]

Thanks for clarifying Jim. Guess it makes sense since things are actually happening on the open of the next bar.