Getting High Order Fill resolution error message

[tkaboris]

Hi i have a strategy that is using tickdata because of cumulative delta but closes on bar clos. I am getting this message. how can i fix it? so i wont show up?

protected override void OnBarUpdate()
{
if (CurrentBar < FastEMAPeriod || CurrentBar < SlowEMAPeriod || BarsInProgress != 0)
return;
if (CurrentBar < Math.Max(BarsRequiredToTrade, BarsBefore + 1))
return;
if (CurrentBars[0] < 2) //Need more than 2 bars to trade
{
return;
}
if (BarsInProgress == 2) return;

and

else if (State == State.Configure)
{
Calculate = Calculate.OnBarClose; // OnBarClose OnEachTick
AddDataSeries(Data.BarsPeriodType.Tick, 1);
AddDataSeries(InstrumName, new BarsPeriod { BarsPeriodType = BarsPeriodType.Day, Value = 1 }, "CME US Index Futures RTH", false);
}

[NinjaTrader_Emily]

Hello tkaboris,

Thank you for your note.

Since your strategy uses AddDataSeries, it is a multi-series strategy that has to use OrderFillResolution.Standard. I suggest checking in State.SetDefaults to see if you have set OrderFillResolution.High, and if so, you may remove that line of your script so your strategy uses the default value of OrderFillResoltuion.Standard:

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

Otherwise, if you have a strategy template that you are using, you will want to change the dropdown menu for Order fill resolution to Standard and re-save the template. Here is a screenshot of what I am referring to:

https://www.screencast.com/t/NzY6vExV

As for the note in the message that says "For multi-series strategies, please program directly into your strategy the more granular resolution you would like to simulate order fills with." you may review the following reference sample that demonstrates backtesting NinjaScript strategies with an intrabar granularity:

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

Please let me know if I may be of further assistance.