this is not to throw the blame at Ninjatrader which is certainly one of the top backtesting system arround.
I don't understand why the system must wait until bar close to enter a trade on the next bar ?
When looking for a backtesting engine, I simply wanted to simulate entering a trade at bar opening, providing X Y conditions where met. This turned to be impossible since It will only enter next bar opening. The problem is that on next bar open more often than not, my conditions are not valid anymore, making the backtest almost useless.
I could analyse any bar open manually and decide to simulate an entry or not. Why can't the backtest do this ? What's the specific reason ?
I know the intrabar granularity method, but it makes the whole process much more complicated for a non programmer.
Cordially,
DUVAL
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