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Backtest Order Fill Resolution High

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    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

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