NinjaTrader Support Forum  
X

Attention!

This website will be down for maintenance from Friday May 24th at 6PM MDT until Sunday May 26th at 12PM MDT. We apologize for the inconvenience. If you need assistance during this time, please email sales@ninjatrader.com


Go Back   NinjaTrader Support Forum > Application Technical Support > Strategy Analyzer

Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer.

Reply
 
Thread Tools Display Modes
Old 04-29-2012, 04:44 AM   #1
Synax.one
Junior Member
 
Join Date: Apr 2012
Posts: 20
Thanks: 0
Thanked 0 times in 0 posts
Default trades, data

Hi,

why in strategy analyzer trades starts somewhere in beginning of day data and not on first tick. and why isnt exit price from trade equal with entry price with next trade. i want trade every tick. thanks
Synax.one is offline  
Reply With Quote
Old 04-29-2012, 04:31 PM   #2
NinjaTrader_AdamP
NinjaTrader Customer Service
 
NinjaTrader_AdamP's Avatar
 
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
Default

Synax,

You would need to add intrabar granularity for this. Here is a reference sample.

http://www.ninjatrader.com/support/f...ead.php?t=6652
NinjaTrader_AdamP is offline  
Reply With Quote
Old 05-01-2012, 08:25 AM   #3
Synax.one
Junior Member
 
Join Date: Apr 2012
Posts: 20
Thanks: 0
Thanked 0 times in 0 posts
Default intrabar

i consider this as important for me. please answer me if i am right with intrabar trading or its just wasting time or money on commissions. give few words on this thanks.
Synax.one is offline  
Reply With Quote
Old 05-01-2012, 08:55 AM   #4
NinjaTrader_AdamP
NinjaTrader Customer Service
 
NinjaTrader_AdamP's Avatar
 
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
Default

Synax.One,

Here is our help guide entry on this : http://www.ninjatrader.com/support/h...ime_vs_bac.htm

Essentially, the behavior you are witnessing is due to the lack of intrabar granularity in backtesting. The reference sample I provided allows you to add this feature to your backtests. You can also backtest using Market Replay for the granularity.

Data in the Strategy Analyzer is fed through as bars, so you only get access to the close/open/high/low of the bar during the backtesting. If you add intrabar granularity using the reference sample, it operates tick-by-tick.

Please let me know if I may assist further.
NinjaTrader_AdamP is offline  
Reply With Quote
Old 05-01-2012, 09:57 AM   #5
Synax.one
Junior Member
 
Join Date: Apr 2012
Posts: 20
Thanks: 0
Thanked 0 times in 0 posts
Default one more question

do I need download intrabar module to use intrabar functions in real time trading?
Synax.one is offline  
Reply With Quote
Old 05-01-2012, 09:58 AM   #6
Synax.one
Junior Member
 
Join Date: Apr 2012
Posts: 20
Thanks: 0
Thanked 0 times in 0 posts
Default intrabar

give some example on intrabar trading real time. mean instructions in strategy analyzer.
Synax.one is offline  
Reply With Quote
Reply

Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off

Forum Jump

Similar Threads
Thread Thread Starter Forum Replies Last Post
MBT trades on IB data charts nsymms Connecting 5 08-19-2011 09:36 AM
Placing Sim Trades on Delayed Data NitroG Connecting 1 03-04-2010 04:31 AM
IB Data and Ninja trades cptrader Connecting 3 06-03-2009 08:05 AM
Total # of Trades Differ on Summary and Trades shiptastic Strategy Analyzer 4 01-08-2009 11:49 AM
Live trades not appearing in Positions tab but bogus trades showing up bluelou Automated Trading 5 10-16-2008 06:39 AM


All times are GMT -6. The time now is 03:27 PM.