Enter at high or low of previous candle

[rmhollon]

I am having difficulty getting an entry at the break of the high or low of the previous candle. When I back test my strategy, it is always entering at the close of the current candle and not at the break of the candle before it. I have tried "on each tick, on price change and on bar close" but this doesn't work. How do I get an entry at the break of the high/low of previous candle in strategy builder and also get this to work in backtest?

[NinjaTrader_ChelseaB]

Hello rmhollon,

You would need to implement 1-tick intra-bar granularity for order methods, enable TickReplay, and use Calculate.OnPriceChange.

See the support article linked below with directions.

https://support.ninjatrader.com/s/article/Developer-Guide-Improving-backtest-order-fill-accuracy-with-intrabar-granularity

[rmhollon]

Thank you!