Order entry question

[Bubss]

I don't seem to understand the order entry in NT. In order to get a better understanding, I downloaded the "Monitoring For & Trading a breakout" strategy from the Reference samples.

That strategy is supposed to place an order immediately when a break of a 15-bar range occurs. The order should be placed immediately, not waiting for the current bar to close as I understand the description.

However, when I run it on a 2-min chart in Strategy Analyzer I get the attached result. What appears to happen is that when the 15-bar range gets broken, the buy happens at the open price of the following bar.

Is the result on the chart expected or is there a bug in the sample code or an incorrect setting?

Many thanks

[NinjaTrader_Ray]

Yes, that is how backtesting works.

- Entry condition occurs on bar 100 (for example)
- Order is filled on bar 101

[Bubss]

Thank you, Ray, that helps.

Regards