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Intrabar order generation

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    Intrabar order generation

    In the strategy wizzard or strategy how do I enable Intra-bar order generation both for backtesting and realtime orders. As of right now the orders are made at the open of next bar. I want the orders to take place as soon as the strategy condition is met and not after.
    I set "calculate on bar close" to false but still not doing it.
    Thanks

    #2
    designer, CalculateOnBarClose is not applicable to backtesting (always true here) as the intrabar formation is not know.

    For realtime trade signal generation you could set it to false to submit an order when the condition becomes true intrabar, however it could lead to unwanted whipsaws.
    BertrandNinjaTrader Customer Service

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      #3
      ---CalculateOnBarClose is not applicable to backtesting (always true here) as the intrabar formation is not know. Can this work in a market replay connection simulation? will this feature be available in version 7 ?


      ---however it could lead to unwanted whipsaws. Can I set it to one order per bar?


      Thanks

      Comment


        #4
        designer, yes this would would in market replay data, as this replayed live data, there's no change in this default behavior for NinjaTrader 7.

        You could add a check to order only if flat for example, this way one entry in the developing bars would be executed.
        BertrandNinjaTrader Customer Service

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