Strategy Analyzer processing clarification

[8DTK8]

What does Strategy Analyzer do if I have 1-minute data in the system in the following situation (simplified example)?

- running a 15 min strategy
- enter long 2 ticks above low of previous bar
- "OnExecution" sell stop 4 ticks lower and target 4 ticks higher

Is the SA going through the lowest time-frame data that it has access to in order to see which one hits first, or is it going on an array that only has an OHLC for every 15 min?

I can understand how if the 4 ticks were 4 points (ES) the wider range would make it reasonable to see if a stop or target order was filled in that time interval, but I'm curious to know what's actually going on.

In the case that it is checking for execution minute by minute, what does the system default to when the bar data that it has contains both the stop price and the target price within the H & L of that bar?

Always appreciate the help. Thank you.

[NinjaTrader_Ben]

Hello,


If you are running this on a 15 minute interval, the strategy will use the OHLC of the 15 bars.

No lower interval will be used.

[8DTK8]

Thank you.

So as far as the second part of my original post. What does happen when both the stop and the target are in the very next bar?

for example: buy at 1000, stop 999, target 1001. The next 15 min bar has a low of 995 and high of 1010. How does SA know which hit first? If it's guessing which one will it default to and can that be changed?

Thanks again.

Hello,


If you are running this on a 15 minute interval, the strategy will use the OHLC of the 15 bars.

No lower interval will be used.

[NinjaTrader_Ben]

Hello,


If your stop and your target have potential to be triggered on the same bar, then the consevative approach is taken and the stop loss is triggered so performance is not over estimated.

We do not support changing this logic.