EnterLongLimit and Strategy Analizer

[alibanez]

Hello. I'm beginning to work with EnterLongLimit() and this kind of instructions (until now I always sold or bought at market price). When I do simulated trading with market replay it works well but when I use the Strategy Analizer the results are very strange, it is as the analizer don't work using all the ticks of the period. I have the same problem when I work with a TrailStop. For example, I put a 5 ticks trail stop and the analizer simule that it don't touch the stop but in real trading it is touched and finished the trade.

My question is, is it possible that the strategy analizer work well in this cases? what parameter must I configure?

Thank you very much

[NinjaTrader_Dexter]

Hello alibanez,

Thank you for your post.

When backtesting or optimizing a strategy with strategy analyzer, you are limited to CalculateOnBarClose = true. This means only the open, high, low and close values of the bar are available. Since no tick data is available, all calculations occur at the close of the bar and it sounds like you are running into this limitation.

For more information on discrepancies during back testing vs realtime please see the following helpguide article: http://www.ninjatrader.com/support/h...ime_vs_bac.htm

You can add a second, smaller time frame to your strategy and submit orders to it for a finer bar granularity. Please see the following example that demonstrates how to perform this:

http://www.ninjatrader.com/support/forum/showthread.php?t=6652