Enter trade at open and exit trade at close

d.allen101 · 11-11-2009, 07:02 AM

how do i exit a trade on a daily time frame at the close of the same bar that i entered the trade?

NinjaTrader_Josh · 11-11-2009, 07:16 AM

d.allen101,

You will only be able to do that in real-time or if you have intrabar granularity. In backtesting when you are processing daily bars, all your signals are processed at the end of each bar and because the bar is closed you can't trade on that bar anymore.

d.allen101 · 11-11-2009, 09:02 AM

I can't figure how to simply generate signal on daily time frame and buy the open and sell the close following the signal day. are there any threads that address this issue?

NinjaTrader_Josh · 11-11-2009, 10:02 AM

Please see this reference sample for intrabar granularity: http://www.ninjatrader-support2.com/...ead.php?t=6652

11-11-2009, 07:02 AM	#1
d.allen101 Senior Member Join Date: Jun 2009 Location: Chicago Posts: 154 Thanks: 0 Thanked 0 times in 0 posts	Enter trade at open and exit trade at close how do i exit a trade on a daily time frame at the close of the same bar that i entered the trade?
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11-11-2009, 07:16 AM	#2
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	d.allen101, You will only be able to do that in real-time or if you have intrabar granularity. In backtesting when you are processing daily bars, all your signals are processed at the end of each bar and because the bar is closed you can't trade on that bar anymore. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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11-11-2009, 09:02 AM	#3
d.allen101 Senior Member Join Date: Jun 2009 Location: Chicago Posts: 154 Thanks: 0 Thanked 0 times in 0 posts	I can't figure how to simply generate signal on daily time frame and buy the open and sell the close following the signal day. are there any threads that address this issue?
	Facebook Twitter YouTube

11-11-2009, 10:02 AM	#4
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	Please see this reference sample for intrabar granularity: http://www.ninjatrader-support2.com/...ead.php?t=6652 Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

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