|08-05-2009, 03:51 PM||#1|
NinjaTrader Product Manager
Join Date: May 2007
Location: Denver, CO
Thanked 106 times in 70 posts
Strategy: Separating logic to either calculate once on bar close or on every tick
Reference sample for NinjaTrader 6.5.xxxx.x or greater.
Depending on your trade ideas, the timing of entries and exits could be crucial. Sometimes waiting 30 seconds for a bar to close is too long when you are trying to exit a position. To address this you could select your strategy to calculate on every single tick, but this may impact your entry timings. For example, crossover entries could flip back and forth making it difficult to place entry orders. If you are facing this issue, it is possible to separate out parts of your strategy logic to calculate on every single tick and other parts to calculate once at the end of each bar.
This reference sample demonstrates the following concepts:
NinjaTrader Customer Service
|Thread||Thread Starter||Forum||Replies||Last Post|
|Calculate on bar close VS. NOT||CRCatNinja||General Programming||3||06-15-2009 08:56 AM|
|Partial Calculate On Bar Close||TrendTracker||General Programming||2||06-04-2009 07:35 AM|
|Calculate on bar close||unclelou||Charting||1||03-25-2009 05:43 PM|
|Calculate on Bar Close or not?||Hugo1||Strategy Development||3||03-09-2009 07:53 AM|
|Question about Calculate on Bar close||slowhand||Strategy Development||8||02-13-2009 11:24 AM|