• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Is there delay?

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Is there delay?

    When we look at a strategy on the chart it shows event on the next bar after the bar where conditions being met. If we use Automated trading in real time, will it open position with this delay too?
    Thanks for clarification

    #2
    Hello 2014Michael,

    Thank you for writing in.

    If you are running CalculateOnBarClose = true, running a backtest, or viewing the results on the historical data then the execution occurs on the bar following the condition.

    Switching CalculateOnBarClose to false in your strategy will allow entries to occur intra-bar as your strategy will be running its logic in real-time.

    For more information about the CalculateOnBarClose property, please take a look at this help guide link: https://ninjatrader.com/support/help...onbarclose.htm

    Please, let us know if we may be of further assistance.
    Zachary G.NinjaTrader Customer Service

    Comment


      #3
      Thank you Zachary G.,
      My strategy written with CalculateOnBarClose = false, and at Strategy Analyzer it still shows next bar event. So, are results will be different from real time results where execution will occurs immediately?

      Comment


        #4
        Hello 2014Michael,

        Historical backtests/optimizations will always run as if CalculateOnBarClose is true.

        Please take a look at this help guide link for more information about what discrepancies you can run into when testing your strategy historically vs real-time: https://ninjatrader.com/support/help...ime_vs_bac.htm
        Zachary G.NinjaTrader Customer Service

        Comment


          #5
          got it; appreciate your help
          Michael

          Comment

          Latest Posts

          Collapse

          Topics Statistics Last Post
          Started by Bionian, Today, 10:10 AM
          2 responses
          15 views
          0 likes
          Last Post NinjaTrader_ShawnB  
          Started by D Trader, Today, 01:41 PM
          0 responses
          7 views
          0 likes
          Last Post D Trader  
          Started by rexmie888, Today, 04:00 AM
          1 response
          9 views
          0 likes
          Last Post NinjaTrader_ShawnB  
          Started by terminatorT1000, Today, 01:23 AM
          1 response
          12 views
          0 likes
          Last Post NinjaTrader_ShawnB  
          Started by Tradarr, Today, 12:25 PM
          0 responses
          7 views
          0 likes
          Last Post Tradarr
          by Tradarr
           
          Working...
          X