Higher Time Frames Backtest/Strategy Optimizer

[njmeyer713]

Hello All-

I have been bouncing around the forum following different threads trying to get answer this question. I have found some older answers to my question but I am hoping that Ninjatrader has issued an update to be able to do this without coding.

I am using the strategy builder and everything works as wanted when I do the market replay and live trade with paper money. However, I want to use the Strategy Optimizer to fine tune my strategy.

However, I cannot use the High for Order Fill Resolution when I have conditions based on higher time frames. I get the "High Order Fill Resolution is only available for single-series strategies" error message. Has this issue been resolved? I don't know how to edit the Ninjascript and I purchased Ninjatrader because I didn't want to have write script. I will include a screenshot of my conditions.

Secondly, when I run a backtest using the standard fill the trade I want to happen occurs one bar later than it does when I am in real time or doing market replay. I want to go long or short following an inside bar (a bar that doesn't take out the high or low of the previous bar) if the price breaks to the downside or upside. I will include a picture. How can I get this order to execute on the red bar on the 9:30 line? I want it to go short once it break the low of the previous green inside bar at 9:29.

Thank you,

Nick

[NinjaTrader_ChrisL]

Hi Nick, thanks for posting. The script will need to be unlocked to submit orders on a 1 tick series to simulate the high resolution order fill. We have a full example script here:

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?backtesting_ninjascript_strate.htm

An Inside bar can be evaluated as: High[0] < High[1] && Low[0] > Low[1], you will need to modify either end of this to know if the price breaks up or down e.g.

High[0] < High[1] && Low[0] < Low[1] When you see a 0, or 1, this is the BarsAgo property in the strategy builder.
or
High[0] > High[1] && Low[0] > Low[1]

Kind regards,
-ChrisL