sample high low cross doesn't place entries based on tick.

[trader3000a]

entries are not placed as price ticks below the low or above the high. the strategy shows that it waits until the test candle closes, and then places an order on the open of the next candle. please advise

[NinjaTrader_ChelseaB]

Hello trader3000a,

When NinjaTrader is running with Calculate set to OnBarClose, orders are placed after the bar closes using logic calculated from that bar. This means a market order would fill as the new bar opens at the open.

Below is a link to a forum post that details.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/96317-enterlong-is-delayed-by-1-bar?p=782992#post782992

[trader3000a]

Am I to infer then, that the unchanged strategy that i took from your help file can't be used in your strategy analyzer? Please advise.

[NinjaTrader_ChelseaB]

Hello trader3000a,

The SampleHighLowCross_NT8 can be backtested in the Strategy Analyzer.

The SampleHighLowCross_NT8 reference sample does not implement 1-tick intra-bar granularity and would not have accurate order fills.

https://ninjatrader.com/support/helpGuides/nt8/trading_crossovers.htm

TickReplay would need to be enabled and 1-tick intra-bar granularity would need to be implemented for any script to produce accurate fills in the Strategy Analyzer.

[trader3000a]

when you say tick replay would need to be enabled, what do you mean? somewhere in the hard code? I've tried it with "show tick replay" checked, and that makes no difference. I've set order fill resolution to high and ticks in the historical fill processing section in the SA and that makes no difference. please advise, thx

[trader3000a]

ok, I'm sorry I didn't look more carefully at the instructions. Here's what i get when I enable tickReplay and "show tick replay". What am i doing wrong?

[NinjaTrader_ChelseaB]

Hello trader3000a,

1-tick intra-bar granularity must be implemented in the code with AddDataSeries(). TickReplay is enabled in the Tools -> Options window and in the Data Series window.
http://ninjatrader.com/support/helpG...ick_replay.htm

Likely, the cross is occurring several times on the same bar as the price fluctuates up and down.

You can use a bool and IsFirstTickOfBar to allow an action to happen once per bar.
https://ninjatrader.com/support/foru...76#post1113176

[trader3000a]

Hi Chelsea,
Now I'm super-confused and please forgive me for being such a nuisance.

So I can't run the sample strategy in the analyzer with tickReplay enabled unless i go in and modify the code by hand with AddDataSeries() and IsFirstTickOfBar ?

The documentation says the sample was written to get intrabar fills at the cross of the high/low instead of at bar ohlc's. Why would it say that and not be ready to go in the stratAnalyzer?

Again, please forgive the nuisance,
David

[NinjaTrader_ChelseaB]

Hello David,

While we are happy to assist on the forums or with you privately through email with our platformsupport [at] ninjatrader [dot] com address, we respectfully ask that you only create one inquiry. This can be privately in email or can be a public thread on the forum.

If you would no longer like to communicate publicly on the forums, please let us know so and we will be happy to converse solely through email.

Creating both a forum thread and an email with platformsupport [at] ninjatrader [dot] com will create two separate tickets and may cause multiple technicians to start at the beginning of reviewing your inquiry, tying up resources with our platform support and delaying our ability to respond to all customers in a timely manner.

As you have sent an email to speak privately, this conversation will be continued privately through email.