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| Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer. |
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#1 |
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Junior Member
Join Date: Apr 2012
Posts: 20
Thanks: 0
Thanked 0 times in 0 posts
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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 |
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#2 |
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NinjaTrader Customer Service
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
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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
Adam P.
NinjaTrader Customer Service |
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#3 |
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Junior Member
Join Date: Apr 2012
Posts: 20
Thanks: 0
Thanked 0 times in 0 posts
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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.
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#4 |
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NinjaTrader Customer Service
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
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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.
Adam P.
NinjaTrader Customer Service |
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#5 |
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Junior Member
Join Date: Apr 2012
Posts: 20
Thanks: 0
Thanked 0 times in 0 posts
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do I need download intrabar module to use intrabar functions in real time trading?
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#6 |
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Junior Member
Join Date: Apr 2012
Posts: 20
Thanks: 0
Thanked 0 times in 0 posts
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give some example on intrabar trading real time. mean instructions in strategy analyzer.
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