I see the various functions and techniques in shown in example code that strives to achieve this level of accuracy with less complexity due to using said functions and techniques. But can the use of these reach the same level of accuracy in historical strategy backtesting? Since I can generate a data set containing each tick and the volume associated with it, I think that going fully manual as described would operate with as much order accuracy as possible. But if there is an easier way, without sacrificing accuracy, what would that be?
I am new to NInjatrader, and I apologize if this question has been answered before, but I've not found this discussed specifically anywhere. Thanks, Pete
Comment