it doesn't work properly on playback either. missed entries and entries nowhere near a ma cross on the 5 minute chart. please advise
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sample intrabar backtest doesn't work
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sample intrabar backtest doesn't work
this SampleIntrabarBacktest_NT8.zip doesn't show any intrabar fills when run on the strategy analyzer. the fills are at the open of the 5 minute bar 2 bars away from the bar where the cross happened.
it doesn't work properly on playback either. missed entries and entries nowhere near a ma cross on the 5 minute chart. please adviseLast edited by trader3000a; 10-10-2021, 10:33 AM.Tags: None
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Hi Chelsea, do you mean the "show tick replay" box under tools/options/market data should be checked?
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sorry, I'm confused. the documentation says that show tick replay isn't to be used for backtest in strategy analyzer...
Would you mind telling me exactly what to do to run this sample in the strategy analyzer accurately, achieving it's intention re granularity? It would be great if the sample strategies had a section under them like:
To run this sample successfully in:
real time:
step a
step b
step c
etc.
market replay:
step a
step b
step c
etc.
strategy analyzer:
step a
step b
step c
etc.
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Hello trader3000a,
As detailed in the forum post I have linked, TickReplay does not provide intra-bar fill information for order fills, however this does allow for indicators to update for Calculate.OnPriceChange that need to do. 1-tick granularity must be implemented because TickReplay and OrderFill Resolution High cannot be used together.
Implement 1-tick intra-bar granularity for accurate order fills.
Enable TickReplay
Run script in backtest, real-time, and playbackChelsea B.NinjaTrader Customer Service
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