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Interday stock scanner

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    Interday stock scanner

    Hello, I'm pretty new to NT. I've tinkered with backtesting daily data a lot now, and I think I have a pretty good understanding of it, and it works marvelously, but now I'm thinking about how I would trade my strategies live, and I see a potential problem.

    I trade stocks, and what I would like to do is at the end of the day run a scan to find stocks that would trigger my strategy on the open of the next bar. That will give me some time in the evening to carefully consider my options before the start of the next trading day. However it doesn't seem possible to do this since NT doesn't consider a bar "closed" until the start of the next one. I would have to wait until the start of the trading day before I could see which stocks triggered my strategy, leaving me no time for discretion.

    Is there any way around this, or any advice you can offer? Thanks.

    #2
    Shaggy, welcome to our forums and thanks for the post - what you could do is that you run your daily scripts at the end of the day with the CalculateOnBarClose set to false on your charts, this would let you calculate signals with the last received tick and not have you waiting for the open tick to close the bar and proceed.

    BertrandNinjaTrader Customer Service

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      #3
      Thanks! This seems to work.

      The documentation might be a little confusing. It says "When indicators or strategies are running on historical data, OnBarUpdate() is only called on the close of each historical bar even if this property is set to false." So I had expected backtesting to produce the same results with CalculateOnBarClose true or false.

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