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Munichtrader
04-14-2010, 12:09 PM
I have two questions:

Where do I find some example for scale in positions?

I find the scale out position script and I have one more question.
If I use a 3Min chart, where does NT know which one was first the High or the Low of the same bar? I mean if I am using this scale out and buy at the low and on the same bar I sell 10 ticks higher. Does NT look at the 1min and calc which one was first or does it work here.
Thanks for answering my questions.

NinjaTrader_Josh
04-14-2010, 01:05 PM
Munichtrader,

If you use a 3 min chart everything is based off of the 3 min bars. If you use a 1 min chart then everything is based off of 1 min bars.

When you are backtesting there is no way to know which one came first. When backtesting, stops take precedence over targets to give you the most conservative results possible.

Munichtrader
04-14-2010, 02:31 PM
So there is no time stamp for intradaypriority features. Ninja7?
If you are not using any timestamp then the backtest is wrong if you buy and sell on the same bar.
It calculates me rich if I will buy and sell on the same bar. Then I donīt understand the set stoploss and set profittarget.
If you say the stops have more precedence on the same bar, how do you handle that, if the system donīt know which price comes first.

NinjaTrader_Josh
04-14-2010, 02:39 PM
A backtest only has OHLC granularity. You only have snapshot information at the end of each bar. If you want more granularity you need to use a multi-time frame strategy that has the additional granularity you seek. Please see here as this is most likely what you would want to do: http://www.ninjatrader-support2.com/vb/showthread.php?t=6652

The system always will fill a stop if both a stop and target could have been hit.