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) ?
Tags: None
NinjaTrader_ChelseaB

NinjaTrader Customer Service

Join Date: Dec 2012

Posts: 25070
#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
Comment

Topics	Statistics	Last Post
Stochastic RSI Divergence by CarlTrading Started by CarlTrading, 05-11-2026, 05:56 AM	0 responses 53 views 0 likes	Last Post by CarlTrading 05-11-2026, 05:56 AM
RSI Candles Divergence by CarlTrading Started by CarlTrading, 05-10-2026, 08:12 PM	0 responses 32 views 0 likes	Last Post by CarlTrading 05-10-2026, 08:12 PM
Horizontal line with price by Hwop38 Started by Hwop38, 05-04-2026, 07:02 PM	0 responses 195 views 0 likes	Last Post by Hwop38 05-04-2026, 07:02 PM
BarBigTrade by CaptainJack Started by CaptainJack, 04-24-2026, 11:07 PM	0 responses 356 views 0 likes	Last Post by CaptainJack 04-24-2026, 11:07 PM
Toolbar Manager by Mindset Started by Mindset, 04-21-2026, 06:46 AM	0 responses 277 views 0 likes	Last Post by Mindset 04-21-2026, 06:46 AM

Announcement