Simulation Fill on 15 minute bar

[Oil_Trader]

Let's say Bar[1] triggers a signal for a EnterLong

On Bar[0] which is a 15 minute bar (a lot of gyrations can happen in 15 minutes...how does the simulator fill my EnterLong order?

At the OPEN, HIGH, LOW, CLOSE?
does it fill it at the 1st Tick or 1st Minute of the 15 min Bar time series?

[NinjaTrader_Jason]

Hello Oil_Trader,

It depends on what setting is used for 'Calculate on bar close'. If set to False, your strategy conditions will be calculated on each incoming tick. If set to True, conditions are calculated at the close of a bar. The order would be sent at the open of the next bar. More information can be found at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/CalculateOnBarClose1.html

[Oil_Trader]

But for calculation of indicators? will it use the 15 minute bars? and not the tick bars?

What if there are no ticks, it is just 1 minute bars?

So only the orders that will apply to?

[NinjaTrader_Jason]

It will use the bars on which you apply the indicator. If you apply the indicator in a 1 minute chart, the indicator will use 1 minute bars for calculations. If applied on a 150 tick chart, it will use 150 tick bars for its calculations.

[Oil_Trader]

I made CalculateOnBarClose = false;

and it still calculates enter/exit position at the close of 15 minute bar.

I need it to CalculateOnBarOpen for the Entry/Exit.

is this possible?

[NinjaTrader_Jason]

Can you please tell me how you tested your strategy. Did you test it on real-time data or did you test it on historical data only (Strategy Analyzer)?

[Oil_Trader]

NT7 Simulator Mode for testing

The database has 1 minute data but the bars im using are 15 minute bars.

[NinjaTrader_Jason]

Can you please check if 'Calculate on bar close' is set to False in the Strategy parameter window (the window that appears when you initiate a strategy) as well.

In addition, what happens if you test the SampleMACrossOver strategy with 'Calculate on bar close = False' in the same chart? Does it trigger orders only at the end of bars or intra-bar?

[Oil_Trader]

Calculate on bar close' is set to False in the Strategy parameter window (the window that appears when you initiate a strategy) as well.

I dont see this on the parameter window?

[NinjaTrader_Jason]

Do you see the option listed if you select the SampleMACrossOver strategy?

Does your custom strategy compile successful?

[Oil_Trader]

Ok I see it but that's when you activate in on chart or control panel....not in the strategy analyzer...

where is it if i use the strategy analyzer?

yes my custom strategy is fine with the regular calculatebaronclose.

[NinjaTrader_Jason]

I see - the Strategy Analyzer will only use historical data. I assumed you ran the strategy on real-time data.

The 'Calculate on bar close' setting is disregarded - your conditions will be calculated at the close of each bar in the Strategy Analyzer. Unfortunately there is no way to change this.