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Using Strategy Builder to exit trades based on percent from entry not onBarClose
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Using Strategy Builder to exit trades based on percent from entry not onBarClose
I'm working on a strategy in the strategy builder where I enter X number of contracts then exit half position at a certain percent then a second exit at a 2nd percent and so on. It appears to work but despite have the strategy set to On Each Tick the exit is on bar close. I'll gladly upload my strategy if that would help.Tags: None
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Hello synthhokie,
Thank you for writing in.
Are you seeing the exits on bar close happening in real-time or only on historically calculated orders? In backtests/historical processing, strategy logic is calculated on bar close and order fill prices are based on the OHLC prices of each bar. If you are seeing this in historical processing, you could try enabling High Order Fill Resolution for more granular fill prices:
For more information about the discrepancies between backtest and real-time, please see the links below:Please let us know if we may be of further assistance.Emily C.NinjaTrader Customer Service
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Originally posted by synthhokie View PostI'm working on a strategy in the strategy builder where I enter X number of contracts then exit half position at a certain percent then a second exit at a 2nd percent and so on. It appears to work but despite have the strategy set to On Each Tick the exit is on bar close. I'll gladly upload my strategy if that would help.
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