Price Close below EMA for exit conditions (backtest works,not with live sim test)

[abtrad1ng]

Hello,

I am trying to have an exit long condition for when a bar closes below the 10 EMA. the SS below works for the backtest, but when I go to live sim test, the order exits whenever the EMA is touched, instead of a 5 min candle closing beneath the 10 EMA. Any ideas? Thanks for the help as always!

[NinjaTrader_BrandonH]

Hello abtrad1ng,

Thanks for your post.

Are you running your strategy with a Calculate mode of OnBarClose, OnEachTick, or OnPriceChange?

To have the strategy process only at the close of each bar, you would need to run the strategy using a Calculate mode of OnBarClose.

See this help guide page for more information about Calculate: https://ninjatrader.com/support/help.../calculate.htm

Also, see the help guide documentation on the differences on real-time vs backtest (historical).
http://ninjatrader.com/support/helpG...ime_vs_bac.htm

It is expected that a strategy running real-time (live brokerage account, live market simulation, Playback connection etc...) will produce different results than the performance results generated during a backtest.

When in historical data, only the Open, High, Low, and Close will be available and there will be no intra-bar data. This means actions cannot happen intra-bar, fills cannot happen intra-bar. All prices and actions come from and occur when the bar closes as this is all the information that is known.

Because of this, OnBarUpdate will only update 'On bar close' as it does not have the intra-bar information necessary for 'On price change' or 'On each tick' and the script will not have the intra-bar information to accurately fill an order at the exact price and time.

Additional information may be found in this NinjaTrader Forum post —
https://ninjatrader.com/support/foru...mance?t=102504

Let us know if we may assist further.

[abtrad1ng]

Hi Brandon thanks for the info!

I just checked and it was set to on price change. My entry is based on an active price of the current bar instead of the bar close. If I change the setting to on bar close, will my entry likely need to change as well? Right now my entry is an enter long market if touched @ the ema, whenever the price is <= the ema.

[NinjaTrader_BrandonH]

Hello abtrad1ng,

Thanks for your note.

I would not be able to say for sure if you would need to modify your entry order condition.

If you run the strategy with a Calculate mode of OnBarClose, the strategy will process orders at the close of each bar.

You could run your strategy using Calculate.OnBarClose to see how the strategy is behaving and make modifications depending on your goals.

Note that it would be able to calculate some logic OnPriceChange and other logic OnBarClose using IsFirstTickOfBar, however, this would require unlocking the script from the Strategy Builder and manually coding this. You can take the following approach to differentiate logic between OnBarClose and OnPriceChange processing.

Please see this reference sample which demonstrates a technique used for those who need to separate their logic to calculate some values on each tick and others only on the close of a bar. You will set your host script to Calculate.OnPriceChange and use if(IsFirstTickOfBar) and place all code that needs to calculate once every bar within that condition check. Then place all code that you want to calculate OnPriceChange outside of the IsFirstTickOfBar condition check.

SampleEnterOnceExitEveryTick -https://ninjatrader.com/support/help...either_cal.htm

Let us know if we may assist further.