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View Full Version : how to solve the 1 minute late issue?


Novicetrader
02-21-2009, 03:09 AM
Hi, I am new to NJ script and I noticed my cross over strategy always entry and exit 1 min late, even with calculate on close bar is turn off. Is there a way to overcome this problem?

In the NJ strategy builder the look back time period cannot set to 0, even if I release the code and manually changed it to 0 it has no effect.

I am not experience in programming, so I would be glad if someone can help me out. Thanks in advance.

NinjaTrader_Ben
02-21-2009, 11:29 AM
Hello,

Do you mean, when you backtest the execution always seems like it is one bar late? If so, this is the nature of backtest. The criteria have to be met then the next available price is used for the execution. Since backtesting only uses OHLCV data there is no way around this.

If this is not what you meant please explain further and/or post your code so we can check it.

Novicetrader
02-22-2009, 09:13 AM
Thanks, that might be it. I actually have another question, but it is outside of this topic, so I will start a new thread. Thanks again.