I'm frustrated with not being able to easily backtest on NinjaTrader with finer granularity. I've looked at the SampleMultiTimeFrameOrders.cs strategy and when I run it in the Strategy Analyzer, the Trades log shows the Exit time occurring before the Entry time for most trades. While I can analyze the chart of each trade individually with the finer granularity of a smaller timeframe, the backtest results are still inaccurate. Is there any way at all to get accurate backtest results in Ninjatrader where the Entry & Exit occur in the same primary bar?
Thank you in advance.
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