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Backtesting using Unmanaged Orders

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    Backtesting using Unmanaged Orders

    Hello,

    I would like to understand wether the Unmanaged Order concepts and all the Events associated with them can be used in Backtesting a Strategy?

    For instance, will the following Events be processed when backtesting a Strategy:
    OnOrderUpdate > OnExecution > OnPositionUpdate.

    IOW, can I code a Strategy to use Unmanaged Orders and expect the strategy correctly place the orders in same maner in Realtime without modification to Strategy?

    More importantly with reference to using NT8.

    Thanks,

    #2
    Hello tornadoatc,

    Thanks for your post.

    Yes, all those events will be processed in a strategy backtest, in both NinjaTrader 7 and NinjaTrader 8.

    Please review the following for the differences between real time and back testing:
    NinjaTrader 7: http://ninjatrader.com/support/helpG...ime_vs_bac.htm
    NinjaTrader 8: http://ninjatrader.com/support/helpG...ime_vs_bac.htm
    Paul H.NinjaTrader Customer Service

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