• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Backtester logic filling orders changed?

Collapse
X
  • Filter
  • Time
  • Show
Clear All
new posts

    Backtester logic filling orders changed?

    The known logic filling orders ( regardless backtest configuration ) was always: that after an order is triggered in the strategy, it will be submitted at the next bar ( when next OnBarUpdate calls ) but now I'm finding that orders are actually filled in the very same bar, regardless the fill type ( liberal or default ). And if I take the example to the extreme to tick-by-tick, the order is filled in the very same tick, when it used to be filled always at the next bar or tick.

    Why now is it different?
    Thanks


    EDIT: ALREADY SOLVED
    Last edited by pstrusi; 08-07-2018, 04:21 AM.

    #2
    I've found out that the culprit was a "rogue" hidden function in my strategy that triggered confusing signals. My apologies for unnecessary post.

    Comment


      #3
      Hello pstrusi,

      Thank you for your update on this matter.

      Please let us know if you have any questions.
      Patrick H.NinjaTrader Customer Service

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by aligator, Today, 12:29 PM
      0 responses
      6 views
      0 likes
      Last Post aligator  
      Started by bob77713, Today, 11:30 AM
      0 responses
      0 views
      0 likes
      Last Post bob77713  
      Started by FMtrader, 03-15-2019, 02:30 AM
      6 responses
      38 views
      0 likes
      Last Post James108  
      Started by timko, Today, 08:18 AM
      0 responses
      2 views
      0 likes
      Last Post timko
      by timko
       
      Started by victorsmith, Today, 06:00 AM
      0 responses
      6 views
      0 likes
      Last Post victorsmith  
      Working...
      X