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Backtesting Look forward

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    Backtesting Look forward

    When backtesting a strategy, In NinjaTrader 7, you could reference the next bar by Close[-1].. 5 bars into the future with Close[-5], etc. This was very helpful when building a dataset for machine learning where I could easily output the value of all the indicators at that instant and include the "answer" of what the stock will do x bars into the future.

    In NinjaTrader8, I can not seem to find a way to do this. Does anyone have any ideas?

    #2
    Hello frostengine,

    Thank you for your patience.

    You can use GetValueAt(). For example, Close.GetValueAt(CurrentBar + 4), which would pull the close four bars ahead of the current bar.

    For information on GetValueAt() please visit the following link: http://ninjatrader.com/support/helpG...getvalueat.htm

    Please let me know if you have any questions.

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