OnBarClose Backtesting

[ZimmeMark]

I have a question regarding backtesting my strategy.

I use OnBarClose as my calculation for the entry and Standard (Fastest) as the Order Fill resolution. As the Strategy Analyzer also only returns results based on the close of the candles, I assume I can't get any more precise results. Is this true?

Also, what would be more precise in my case: Standard (Fastest) or High as the Order Fill resolution? I am not quite sure about these as both deliver hugely different results.

Thanks!

[NinjaTrader_Gaby]

Hello ZimmeMark,

Thank you for your post.

If your strategy is using OnBarClose, you can add a 1-tick series for intra-bar granularity (or use High Order Fill Resolution) for accurate fill times and price in the Strategy Analyzer.

High Order Fill Resolution allows for intra-bar order fills with historical processing, so for more accurate results you can use this instead of "Standard".

Please let us know if you have any further questions.