Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

Backtest Order Fill Resolution High

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Backtest Order Fill Resolution High

    Hi ,

    although I only built one series of data into the strategy. Still, I can't do a backtest with Order Fill Resolution High..

    What exactly do I have to change?

    See the pictures below


    I thank you in advance

    #2
    Hello Burak,

    To use Order Fill Resolution as high, Tick Replay will need to be disabled and the data feed connection will need to support historical tick data.

    If you are using AddDataSeries with a 1 tick series for intra-bar granularity, you will not need to use High Order Fill Resolution.


    With the message, can you provide the message text from the Log tab of the Control Center so that we may translate this?
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Hi,

      I need the additional data series (Tick) for the "Block Volume" indicator .



      Text : Log text '{0} Wahl der Auflösung zur Auftragsausführung nur für Strategien mit einer Datenreihe verfügbar. Für Strategien mit mehreren Datenreihen bitte direkt in der Strategie einprogrammieren, auf welche Reihe die Ausführungen simuliert werden sollen. Der Backtest wird mit '{1}' Auflösung zur Auftragsausführung fortgesetzt.' can't be formatted



      Google Translate :

      Log text '{0} Choice of order execution resolution only available for strategies with one data series. For strategies with several data series, please program directly in the strategy on which series the execution is to be simulated. The backtest is continued with '{1}' Resolution for order execution. ' can't be formatted



      Comment


        #4
        Hello Burak,

        Since it's already added, you don't need high order fill resolution. Simply place the orders using the BarsInProgress index of that 1 tick series.

        EnterLong(int barsInProgressIndex, int quantity, string signalName)

        https://ninjatrader.com/fr/support/h...inprogress.htm

        EnterLong(1, 1, "myEntry");
        Chelsea B.NinjaTrader Customer Service

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by yertle, Yesterday, 12:24 PM
        1 response
        10 views
        0 likes
        Last Post yertle
        by yertle
         
        Started by Mr Bread, Today, 04:25 AM
        2 responses
        9 views
        0 likes
        Last Post Mr Bread  
        Started by kandise, Today, 09:41 AM
        0 responses
        2 views
        0 likes
        Last Post kandise
        by kandise
         
        Started by Mubeen Haider, Today, 09:41 AM
        0 responses
        5 views
        0 likes
        Last Post Mubeen Haider  
        Started by nicbizz, Today, 09:02 AM
        0 responses
        7 views
        0 likes
        Last Post nicbizz
        by nicbizz
         
        Working...
        X