Backtest accuracy to the tick

[maxpi]

Backtesting would be enhanced if NT could pull in tick data and do "look inside bar backtesting", simulating the real market more closely.

[NinjaTrader_Josh]

That feature would be pure brilliance if it came to reality. At the moment I use replays to "backtest" my strategy. It is very time consuming and I have to manually keep track of account balances. Optimizing a strategy is also nearly impossible with this technique too. The amount of time needed to even run through a month of replays once multiplied by however many permutations needed to optimize would make anyone give up.

[NinjaTrader_Ray]

We have intrabar backtesting on our list of possible future enhancements.