|04-05-2008, 10:23 PM||#1|
NinjaTrader Product Manager
Join Date: May 2007
Location: Denver, CO
Thanked 106 times in 70 posts
Strategy: Backtesting NinjaScript Strategies with an intrabar granularity
Reference sample for NinjaTrader 6.5.XXXX.X or greater.
As of NinjaTrader 6.5, you can submit orders to different Bars objects. This allows you the flexibility of submitting orders to different timeframes. Like in live trading, taking entry conditions from a 5min chart means executing your order as soon as possible instead of waiting until the next 5min bar starts building. You can achieve this by submitting your orders to a more granular secondary bar series to achieve an "intrabar" fill.
The attached reference sample demonstrates the following concepts:
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