Bid/Ask Data

[albazzaztariq]

Hi all,

I'm backtesting a strategy and I need the bid/ask data plotted on the backtest chart. Right now I have the chart set to chart the bid as bars, which is fine since in this case if I use EnterShort() it is realistic in that it hits the bid. However, I need it to lift the offer (buy at the offer/ask) instead of simply ExitShort() since ExitShort() will just exit, in this case, at the bid, which is not realistic.

I have tried to add the offer on the chart with this in Initialize() to no avail:

Add("ES 03-14", PeriodType.Second, 1, MarketDataType.Ask);

What would be optimal is to have it chart last trade price bars and superimpose the bid/ask lines/bars over this and then submit orders to EnterShort() and ExitShort() at the bid and ask, respectively.

I am using eSignal as my data provider.

Thanks

[NinjaTrader_CalH]

Hi Albazzaztariq,

Thank you for your post.

You can use GetCurrentAsk() and GetCurrentBid() to get those prices to test and then enter your orders via the condition.

http://www.ninjatrader.com/support/h...currentask.htm

[albazzaztariq]

Thanks for the reply.

I already have been using GetCurrentAsk() but I was unsure if that was really executing me at that offer HISTORICALLY. So you're telling me if I say

if (GetCurrentAsk() < Position.AvgPrice)
ExitShort();

This will lift the offer/buy at the ask price that occured at that historical time in the backtesting? The reason I ask is I am/was afraid that it was filling me at last trade price and not the bid/ask since that's not superimposed over the backtest chart

[albazzaztariq]

Wow, I should have read the link beforehand. I see that it's substituting the close price. I'll look some stuff up tomorrow and get back on this thread.