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NinjaTrader
Backtesting with Bid Ask entries?
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X
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Yes, provided you coded the strategy to be a MultiSeries one to execute on bid / ask series instead of the last - http://www.ninjatrader.com/support/h...s/nt7/add3.htmBertrandNinjaTrader Customer Service
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Originally posted by kenb2004 View PostIf I'm using a 1 minute chart and this is my entry code:
EnterLongLimit(DefaultQuantity, GetCurrentAsk() + OffsetBuy * TickSize, "BuyAsk");
do I need to add:
Add(PeriodType.Tick, 1);
to backtest accurately?
And you would need to add the bid / ask MarketDataType series and not just a one tick series.BertrandNinjaTrader Customer Service
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There's unfortunately no ready made sample available currently - thanks suggesting it. You would do it through code and a MultiSeries strategy - add the bid and ask series to your Initialize() and then execute to those series -
Add(string instrumentName, PeriodType periodType, int period, MarketDataType marketDataType)
BertrandNinjaTrader Customer Service
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If I add this:
Initialize()
Add(Instrument.FullName, PeriodType.Tick, 1, MarketDataType.Bid);
Add(Instrument.FullName, PeriodType.Tick, 1, MarketDataType.Ask);
OnBarUpdate()
if(BarsInProgress == 0) //Main Chart interval
{
}
else if(BarsInProgress == 1) //Bid Tick Chart interval
{
}
else if(BarsInProgress == 2) //Ask Tick Chart interval
{
}
else
{
// Just a place holder. This should never be reached.
}
Do I need to have "Save Chart Data as Historical" checked in Tools>Options>Data>Real-Time data? And is this the right code for me to backtest bid ask in a 1 minute strategy? By the way, this "sample code" is from one of your threads.Last edited by kenb2004; 11-24-2010, 01:57 PM.
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