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Entry order locations
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When the strategy is set to bar close, the price bar is only accessed once, at bar close. Nothing can happen till then and at that time the order goes in, but it looks delayed and at the wrong price level. When running on bar close, the current bar is not the rightmost bar. It is one bar to the left.
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Hello ezrollin,
Thank you for your patience.
Correct, when you are calculating OnBarClose, this means that OnBarUpdate will only be called once at the close of each bar. There is no access to intrabar fills with this option. For more information:
Please let us know if we may be of further assistance.Emily C.NinjaTrader Customer Service
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