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SMA and Refresh problem

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    SMA and Refresh problem

    Hey guys I think I may be having an issue with moving averages and refreshing during my real-time testing. I have a strategy that will execute buys in ES on a Renko timeframe if another instrument/index closes below its moving average/SMA, but just recently the strategy made some buys the day after the secondary data series closed above its SMA. I think the problem was caused when the SMA or data set did not refresh fast enough (I think this because I refreshed the chart and it showed that the data series was above its SMA when it made those trades) whereas before I refreshed the chart it was below it!??! How do I fix so that the data is refreshed properly during both backtest and forward test?

    #2
    Hello elitetradernyc,

    Thank you for your post.

    When testing the strategy in real-time what have you set the CalculateOnBarClose parameter to for your strategy?
    Patrick H.NinjaTrader Customer Service

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      #3
      Hi, Sir, its calculateonbarclose = true;

      Comment


        #4
        Hello elitetradernyc,

        Thank you for your response.

        With CalculateOnBarClose = true the calculations are not done until the bar closes. You will need to set CalculateOnBarClose to false. For information on CalculateOnBarClose please visit the following link: http://www.ninjatrader.com/support/h...onbarclose.htm

        Please let me know if I may be of further assistance.
        Patrick H.NinjaTrader Customer Service

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