Backtesting Time and Entry Price

[sdauteuil]

When back testing what entry price and time is reflected?

I am testing a strategy using daily bars.

I understand that a bar is not considered closed until the next bar opens.

If the entry was fulfilled at yesterday's close the trade would be taken at the open today.

what I am not sure of is will the back test show yesterday's open as the entry since that was the bar that completed the entry signal or would today's open be the entry price?

This obviously would be a big difference in results.

Thank you

[NinjaTrader_Kate]

Hello sdauteuil,

Thank you for your post.

The backtest would place the entry that was triggered yesterday at the Open price of today's bar, that is correct.

You can test this by running a backtest on the Sample MA Cross and compare the strategy performance report to the chart that is generated by the backtest.

Please let us know if we may be of further assistance to you.