Strategy Condition and Entry on the same bar - how do I do it?

[tanagoswami]

TradeConditionvsEntry_080623.docxHi pls see the attached word doc.
Created a strategy and testing on NQ. I enter Long when condition is true. I am using NinzaRenko of 10 bricks. I would like to have the trade entry on the same bar where condition is met. How do I do that? Any guidance? Same on ExitLong condition it is exiting couple of bars after the condition is met.

[NinjaTrader_ChelseaB]

Hello tanagoswami,

In Real-time (State == State.Realtime) you can have actions be triggered intra-bar by setting Calculate to 'On each tick' or 'On price change'.


In historical, TickReplay must be enabled, and 1-tick intra-bar granularity implemented.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/94098-isfirsttickofbar-vs-onbarclose-for-backtest-live?p=773377#post773377

However, TickReplay may not work with this custom bar type, if the bar type is IsRemoveLastBarSupported. Which means this may not be possible.

"Note: The system bar types "Line Break" and "Renko" cannot be used with Tick Replay and as a result, the Tick Replay option will be disabled when configured with those bar types. There may be other 3rd party bar types which may also disable Tick Replay by design. If you are a developer, please see the property IsRemoveLastBarSupported for more information."

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

Either check the bar type code for IsRemoveLastBarSupported or check with the vendor or developer that has provided you with this custom software.

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

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1100676-big-difference-in-strategy-performance-using-unirenko-bars?p=1100852#post1100852