Inside bar breakout with strategy builder format

[yongsoo26]

currently using on bar close but i've tried using on tick and price with the same logic/setup but it still delivers the same results.

as you can see in the attachments, instead of entering short as soon as the inside bar breaks to the downside, it waits till the candle that broke closes to short.

I need help using the builder to create this strategy. I will be expanding upon it as well in the future but i can't even get this simple strategy down haha

[NinjaTrader_Emily]

Hello yongsoo26,

Thank you for your post.

What you have described is a known and documented behavior of the Strategy Analyzer. When running a backtest, historical data is processed using OHLC values for the bars so strategy calculations are essentially the same as processing On Bar Close. For more details, please see the following page in the help guide:

https://ninjatrader.com/support/helpGuides/nt8/discrepancies_real-time_vs_bac.htm

One way to get more realistic/granular fills would be to set the Order Fill Resolution to High (based on your screenshot it is currently set to Standard) and select a more granular data series such as 1-tick. It is important to note that adding a more granular data series for order fills uses more PC resources and can result in longer backtest times. For more information about order fill resolution:

https://ninjatrader.com/support/helpGuides/nt8/index.html?understanding_historical_fill_.htm#UnderstandingOrderFillResolution

Please let us know if we may be of further assistance.