Intraday fills in backtest

[Tonkingrf1551]

Good afternoon.

I have a strategy on the daily time frame that uses the previous days high as a stop and previous days low as an entry. When I run a backtest I am getting trades that stop in the back test but in real time the stock trades higher first though were the stop would be then the stock moves lower and triggers the entry. The test reports this as a trigger first then a stop. It seems like because the test does not have the intraday data and it is using absolutes on the daily time frame which shows it could have triggered then stopped. Does anyone have a work around for this? Picture attached for an example. Thanks so much Ryan.

[NinjaTrader_Jesse]

Hello Tonkingrf1551,

You can find a sample of intraday backtesting in the following link, you would need to use a secondary series to allow for logic to be executed intrabar with a daily bar.

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