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Backtesting - Getting the actual position entry price

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    Backtesting - Getting the actual position entry price

    Hi,

    Is it possible to get in my strategy the actual entry price in a backtest ?
    In real-time I can use the OnExecution() to get the real price I got fill for,
    BUT how can I get it to be sync. with the backtesting results.
    In my system I decide to enter a position on the close of the day and I see that the price I get is different from what I got as Close[0] this is expected but because I calculate dynamically the Stop Loss I don't get accurate results.

    Tx in advance!

    #2
    freewind, you could work with the Postion.AvgPrice in your strategy -

    BertrandNinjaTrader Customer Service

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      #3
      Tx Bertrand, for a great support!

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