Strategy Analyzer Tick Data

[dibDab]

My strategy trades on tickdata with AddDataSeries(Data.BarsPeriodType.Tick, 1)

Does Strategy Analyzer have access to BarsArray[1].LastPrice

[NinjaTrader_BrandonH]

Hello dibDab,

Thanks for your post.

Please review the help guide document on the differences on real-time vs backtest (historical).
http://ninjatrader.com/support/helpG...ime_vs_bac.htm

When in historical data, only the Open, High, Low, and Close will be available and there will be no intra-bar data. This means actions cannot happen intra-bar, fills cannot happen intra-bar. All prices and actions come from and occur when the bar closes as this is all the information that is known.

Because of this, OnBarUpdate will only update 'On bar close' as it does not have the intra-bar information necessary for 'On price change' or 'On each tick' and the script will not have the intra-bar information to accurately fill an order at the exact price and time.

This could be possible by enabling Tick Replay when running backtests. Tick Replay would be used to have the logic process OnEachTick or OnPriceChange with historical data.

Note that this does not allow for intra-bar order fills. You would need to submit orders to that single-tick data series for a strategy that uses Tick Replay.

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 me know if I may assist further.

[dibDab]

ok thanks but my strategy calculates on each tick and I use tick replay from the added tick series to submit orders, this works fine on a chart. just not on Strategy Analyzer.

Does Strategy Analyzer have access to BarsArray[1].LastPrice, when I do a Print in SA there is no value for BarsArray[1].LastPrice but there is in a chart.

[NinjaTrader_BrandonH]

Hello dibDab,

Thanks for your note.

I have created a very simple strategy script that adds a 1-Tick series to the script and prints out BarsArray[1].LastPrice to the Output window.

When I run the script in the Strategy Analyzer with Tick Replay enabled, I do see the print appear in the Output window. See the attached screenshots.

That said, you could consider using the Playback connection to test your script instead of using the Strategy Analyzer.

Playback: https://ninjatrader.com/support/help...8/playback.htm

Please let me know if I may assist further.

[dibDab]

all ok, my error