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simple cross over question

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    simple cross over question

    So i built a simple ema cross over strategy. but the back test seems to show later entries and exits than i would like. any suggestions.

    #2
    Hello asdfjkl,

    Thank you for your post.

    Are these entries and exits one bar later than expected?

    Comment


      #3
      Yes thank you

      Comment


        #4
        Hello asdfjkl,

        Thank you for your response.

        Backtesting is performed on historical data, which only has the Open, High, Low, and Close of the bar at the close of the bar. Unfortunately, how the bar was built and the ticks that occurred are not available.

        You can simulate intra-bar fills using a smaller data series added to your code. You can find an example of this at the following link: http://www.ninjatrader.com/support/f...ead.php?t=6652

        Comment


          #5
          I'll check it out thanks, really appreciate it. Would u mind taking a look at my latest and unrelated post?

          Comment

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