Backtesting

DuggyLou

Member

Join Date: Nov 2013

Posts: 36
#1

Backtesting

05-11-2017, 03:40 PM

In reading the guide, if I'm correct backtests only use OHLC data at the completion of each bar. If I'm to incorporate a strategy using "OnPriceChange" or "OnEachTick" then I'm out of luck using backtesting? Is there a way around this where I can calculate strategy decisions "OnPriceChange" or "OnEachTick" while using a standard time frame for my bars (instrument price) ?
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NinjaTrader_ChelseaB

NinjaTrader Customer Service

Join Date: Dec 2012

Posts: 25074
#2

05-11-2017, 03:44 PM

Hello DuggyLou,

There are options for intra-bar granularity in backtest.

Please see the following post where I get into detail about this.

IsFirstTickOfBar vs OnBarClose for backtest & live - NinjaTrader Support Forum

http://ninjatrader.com/support/forum/showthread.php?p=491297#post491297

Support for the development of custom automated trading strategies using NinjaScript.

Chelsea B.NinjaTrader Customer Service
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