Are all ticks used when backtesting in NT8?

[NinjaTrader_PaulH]

Hello Matheyas5,

Thanks for your reply.

In the forums there is a reference library that you may want to review, here is the complete list: http://ninjatrader.com/support/forum...splay.php?f=30

In answer to your question, here is the specific strategy of entering on one time frame and exiting on another: http://ninjatrader.com/support/forum...ead.php?t=5787

[tomace]

Hi,

This is related and my question pertains specifically to Tick Replay. I am trying to see how close the results from Strategy Analyzer with Tick Replay can get to Market Replay (Playback).

My strategy requires Calculate.OnEachTick for intrabar calculations of an indicator like KeltnerChannel but it's primary data series is a 5 minute bar.

Let's say I'm using KeltnerChannel(2,14), so I need to know the prior closing values of the last 13 five minute bars, and then on each tick of the current 5 minute bar I need to recalculate the bands of the Keltner as they change and enter intrabar if the tick Close is less than the Midline or Lower band for example.

Using Tick replay and with only 1 data series being the primary 5 minute bars, how can I recalculate the Keltner Channels with each tick?

My entry logic would have to be in the OnMarketData function I assume or I'd have to add a tick data series, but what's stumping me is how to recalculate those Keltner values for the current bar on each tick in Strategy Analyzer.

Please help!

[NinjaTrader_PaulH]

Hello tomace,

Thanks for your post.

In this case it would be better to add a tick series and use that to calculate your indicator inbetween the 5 minute bars.