Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
order filling price (backtest)
Collapse
X
-
order filling price (backtest)
Hi, I've noticed the following peculiar behavior of NT in backtesting: when I submit an order at bar close (CalculateOnBarClose=true), on the chart and in calculations it appears that the order got filled at... next bar's open. It may make a lot of difference if there's a gap between the bars. Is there a way to fix that?Tags: None
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by samish18, Yesterday, 08:57 AM
|
8 responses
25 views
0 likes
|
Last Post
by samish18
Today, 07:51 AM
|
||
Started by DJ888, 04-16-2024, 06:09 PM
|
3 responses
10 views
0 likes
|
Last Post Today, 07:41 AM | ||
Started by RookieTrader, Today, 07:41 AM
|
0 responses
3 views
0 likes
|
Last Post
by RookieTrader
Today, 07:41 AM
|
||
Started by maybeimnotrader, Yesterday, 05:46 PM
|
1 response
18 views
0 likes
|
Last Post Today, 07:28 AM | ||
Started by Perr0Grande, Yesterday, 08:16 PM
|
1 response
7 views
0 likes
|
Last Post Today, 07:22 AM |
Comment