Backtesting/ Strategy Analyzer using "On Price Change" condition

[Haryh007]

Hi,
I'm wondering is there the way to do back test / strategy analyzer with "On price change" condition ?
I am creating strategy with "On price change" calculation.
Thanks

[NinjaTrader_BrandonH]

Hello Haryh007,

Thanks for your post.

You could use Tick Replay along with an added 1-tick series to have logic processed intra-bar and have orders filled intrabar.

Tick Replay would be used to have the logic process OnEachTick or OnPriceChange with historical data, but this does not allow for intra-bar order fills. You would need to add a single tick data series and submit orders to that single tick data series for a strategy that uses Tick Replay.

The Strategy Analyzer would then use the Calculate setting set in State.SetDefaults.

Please reference the SampleIntrabarBacktest example and the following Help Guide links for more information.

SampleIntrabarBacktest 'Backtesting NinjaScript Strategies with an intrabar granularity' - https://ninjatrader.com/support/helpGuides/nt8/backtesting_ninjascript_strate.htm

TickReplay — https://ninjatrader.com/support/help...ick_replay.htm

Developing for Tick Replay -
https://ninjatrader.com/support/helpGuides/nt8/developing_for__tick_replay.htm?zoom_highlightsub= developing+for+tick+replay

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.

[Haryh007]

Thanks Brandon