Intra-BAR Entries & Exits

CRCatNinja

Member

Join Date: Oct 2008

Posts: 56
#1

Intra-BAR Entries & Exits

08-15-2022, 07:34 AM

When using daily bar data in a Backtest, can I designate and ENTRY (EXIT) to occur at some calculated price intra-bar? For example; "If "High" today is greater than Yesterday's calculated Moving Average, then ENTER Long Stop at price = "Yesterday's Calculated Moving Average Price"
Tags: None
NinjaTrader_ChelseaB

NinjaTrader Customer Service

Join Date: Dec 2012

Posts: 25068
#2

08-16-2022, 09:03 AM

Hello CRCatNinja,

As long as you are adding intra-bar information you can place orders intra-bar.

Below is a link to a forum post that details.

IsFirstTickOfBar vs OnBarClose for backtest & live - NinjaTrader Support Forum

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/94098-isfirsttickofbar-vs-onbarclose-for-backtest-live?p=773377#post773377

Support for the development of custom automated trading strategies using NinjaScript.

Chelsea B.NinjaTrader Customer Service
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