Entry date shows as the next day of actual entry

[TintuLal]

Hi,
I have a strategy coded in NinjaTrader as below:

protectedoverridevoid OnBarUpdate()
{
if(Historical)
{
if(Low[1]>=value1 && High[1]<value2 && Low[0]<=value3)
{
EnterLong("MD_348_002");
}
}

}

NB:value1,value2 and value3 are my variables
The strategy working fine. But the entry date shown in trade report is the next day of the entry date expected.

Can anyone help me??? I need to fix it urgently...

[NinjaTrader_Bertrand]

TintuLal, welcome to the forums - are you testing this on daily bars?

To see the entry take place on the next bar would be expected in backtesting, to workaround this you could add another finer bars series for simulating intrabar execution - http://www.ninjatrader-support2.com/...ead.php?t=6652

[TintuLal]

Hi,
Yes...I'm testing this on daily bars.
Then, as you mentioned I have added one intrabar series (15 min bars). But now it is taking long time to load data...

Anyway, I require daily data because I need to check some conditions on the previous day bar.Then if that satisfies along with some conditions in current day, I need to "Enter Long" in current day.

Any other workarounds possible to enter long in current day using daily data only?

[NinjaTrader_Bertrand]

How many days are you backtesting with this setup now?

Just check the 'one day back' conditions on the daily series, while doing the 'current day' checks on the added 15 min series, then submit the orders to the 15 min series for intraday execution.

[Anagoge]

Originally Posted by TintuLal

Any other workarounds possible to enter long in current day using daily data only?

There is a hack I posted here but it changes the price, not the date:
http://www.ninjatrader-support2.com/...ad.php?t=13993

NT is trying to protect us from doing unrealistic basktests by purchasing at a "past price", but the flexibility lost is a problem for those of us that know what we are doing, especially with daily/weekly/monthly/yearly bars. Other similar tools I've used don't have this limitation.

[TintuLal]

Is there any way to change the date?

[Anagoge]

Originally Posted by TintuLal

Is there any way to change the date?

I've never seen such a way, but it might be possible. I'd love to know if you find a way, since the entry/exit marks show oddly on the chart and the dates in the trade tab are misleading without a way to change the fill date.