Simple Strategy Question

[Tartagliagroup]

This is probably a dumb question... I have a simple SMA cross strategy that will execute a market order when the Median price crosses the SMA line.

Using strategy builder.. how can I have the strategy enter a trade immediately when the price crosses the SMA line? I tried changing "On Bar Close" to "Price Change" or "Each Tick", but the trades still seem to be executed after the previous bar has already closed. Hopefully that makes sense.

Any Ideas?

[NinjaTrader_BrandonH]

Hello Tartagliagroup,

Thank you for your post.

If you are using CrossAbove and CrossBelow conditions in your script with a lookback period of 1, the strategy would look to see if the previously closed bar's Median price crossed above or below the SMA followed by placing an order if the condition was true.

If you would like to have an order submitted immediately when the Median price of the current bar is above/below the SMA, you would need to use Calculate OnEachTick or OnPriceChange and check in your condition if the Median price is greater than/less than the SMA. This would cause the strategy to submit an order the moment the Median price of the current bar is above/below the SMA.

Let us know if we may assist further.