example of strategy to use a single tick background datafeed

[tkaboris]

Hi My strategy is on calculate on bar close and I use ninzarenko bar types. To obtain accuracy I have been told i need to code strategy to use signgle tick datafeed and

and have all strategy operations work off of that 1-tick datafeed.

Do we have an example for that?

[NinjaTrader_BrandonH]

Hello tkaboris,

Thanks for your post.

Are you referring to improving the accuracy of a backtest by submitting orders to an added 1-tick series?

To improve the accuracy of a backtest, you may use Tick Replay along with an added 1-tick series to have logic processed intra-bar and have orders filled intrabar.

Tick Replay would be used to have the logic process OnEachTick or OnPriceChange with historical data, but this does not allow for intra-bar order fills. You would need to add a single tick data series and submit orders to that single tick data series for a strategy that uses Tick Replay.

Please reference the SampleIntrabarBacktest example and the following Help Guide links for more information.

SampleIntrabarBacktest 'Backtesting NinjaScript Strategies with an intrabar granularity' - https://ninjatrader.com/support/helpGuides/nt8/backtesting_ninjascript_strate.htm

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

Please let me know if I may assist further.