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argito
05-25-2008, 07:16 AM
Hi,

I'm new to NinjaTrader and I'm evaluating it.
I setup a strategy and backtest using the daily data.

I found that the entry (e.g. Long or Short) signal is delay one bar. For example, enterlong() signal on current bar, but the entry day is one bar afterwards.

Anything need to adjust in order to Fill the order on signal generation bar (e.g. enterlong() at the close of signal generation bar) ?

NinjaTrader_Ray
05-25-2008, 08:07 AM
This is how it works. In real-time, a bar is closed, signal is generated, order is submitted and the resulting fill shows up on next bar.

argito
05-26-2008, 06:17 AM
I see. For backtest, how to set the order immediate fill at market close on current bar which the signal generate ?

NinjaTrader_Ray
05-26-2008, 07:51 AM
If you mean have the fill at the close of the bar on the same bar where the signal is generated?

Then this is not supported.