NT 6.5 does only enter the next bar if a condition is met this bar. This is a serious setback for strategies which are not based on the close values, like if we cross a pivot line intraday, or if price goes above a previous high.
Here we need to enter immediately at this price at this bar. So, if the high of that bar is above that threshold and the low is underneath it, we could enter at that bar for that price (or add slippage etc.). This is a must for serious backtesting!
The argument to not have it implemented here to protect from peeking does not apply here.
The solution to use shorter intervals to simulate adds a lot of uncertainites (e.h. if you got acceptable quality of lets say 5min historical intrady data which your system is based on, now adding additional 1min or even tick multiplies the risk of bad data which is a given) and is often impossible: EOD data might be available, but no intraday data for that same period. Also true for minute based data, but no tick data.
I wanted to move from Wealth-Lab which can back test on the actual bar to NT because NT can trade on the tick (=actual, not finished bar, or ghost bar). Now I have one SW which can backtest but not trade on the bar, and one (NT) which can trade but not backtest!
Here we need to enter immediately at this price at this bar. So, if the high of that bar is above that threshold and the low is underneath it, we could enter at that bar for that price (or add slippage etc.). This is a must for serious backtesting!
The argument to not have it implemented here to protect from peeking does not apply here.
The solution to use shorter intervals to simulate adds a lot of uncertainites (e.h. if you got acceptable quality of lets say 5min historical intrady data which your system is based on, now adding additional 1min or even tick multiplies the risk of bad data which is a given) and is often impossible: EOD data might be available, but no intraday data for that same period. Also true for minute based data, but no tick data.
I wanted to move from Wealth-Lab which can back test on the actual bar to NT because NT can trade on the tick (=actual, not finished bar, or ghost bar). Now I have one SW which can backtest but not trade on the bar, and one (NT) which can trade but not backtest!
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