Placing Order During Rapid Price Movement

[reynoldsn]

My strategy took trades (during backtest) during an extremely volatile moment. As you can see from the screen-shot, none of the trade markers are plotted correctly.
How reliable is this test scenario and why don't the markers draw correctly?

Also, is it "bad practice" take trades under this kind of scenario?

[eDanny]

Hi reynoldsn, those markers are correct as far as the price but not the bar the trade occurred on. This is because the bars were created so fast that they have the same time stamp. In this case the markers are placed on the first bar with the same time stamp.

[NinjaTrader_PaulH]

Hello reynoldsn,

Thanks for your post.

The chart is showing tick based bars many having the same time stamp. The helpguide advises, " When using a chart with tick based intervals in NinjaTrader it is possible to have several bars with the same timestamp. This usually happens during high volatility times when heavy trading is happening within a very short amount of time. Since there are many bars with the same timestamp, NinjaTrader can only plot the trade execution on the first bar with the same timestamp of the execution since the executions are not tied to specific bars, but tied to specific timestamps. This can appear as if the trade execution occurred with an invalid fill price, but in reality the execution did occur on a valid price, just on a later bar with the same timestamp."

Please see this helpguide link for further clarity: http://ninjatrader.com/support/helpG..._are_plott.htm

We would be unable to advise if it is a good or bad practice or if it is a valid test scenario.