Backtesting no periodical bar types vs Market Replay

[Merlin997]

What is best approach to market entry when working winth no periodic bar types (Renko, LineBreak)? I would like to have same behaviour in Market Replay as i noticed in backtest. I know that calculation logic is different then on minute charts, but i apreciate when backtest results will be more closer to the Market Replay Simulation.


Example: In the backtest my entry condition is true in OnBarUpdate and on the next bar open i enter, but in Market Replay it show completely different times, prices and bars when Entry

1.Do i need to use EntryLongLimit order insted of EntryLong?
2. Is better and will work to use Intrabar granularity with second faster timeframe?

[NinjaTrader_Bertrand]

Merlin997, Market Replay would be different compared to backtesting, a few reasons are outlined and explained here :

http://www.ninjatrader.com/support/helpGuides/nt7/discrepancies_real_time_vs_bac.htm

This would be especially true for working on Renko charts, as they are more meant to be used as visual tool because of their inherent construction.

It would be advantageous in your backtesting to add a finer stream to simulate intrabar fills.

The orders used would be a preference, but generally Limit orders allow you to control slippage so with shorter term strategies they are normally preferred to enhance the avg trade.