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| Strategy Development Support for the development of custom automated trading strategies using NinjaScript. |
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01-02-2011, 06:08 PM
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#1 |
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Member
Join Date: Apr 2009
Location: New Zealand
Posts: 77
Thanks: 0
Thanked 4 times in 2 posts
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Enter at Session Open
Hi
I am trying to back test a strategy that enters at the market open, is there a way to do this. I have seen the sample where you add the 1 min data series and enter on BarUpdate of 1 min bar, this does not work for me as results are not exact and back testing speed is slow as it has to retreve 1 min bars for whole back test period. Thanks Mike |
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01-03-2011, 04:00 AM
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#2 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,404
Thanks: 252
Thanked 973 times in 956 posts
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Mike, this would be the way to go about - how close you will be to the actual session open will depend what granularity you add, while the 1 min is the shortest interval possible without having to resort to tick data which would make your testing more resource intensive.
Bertrand
NinjaTrader Customer Service |
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