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Is there delay?

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    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

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      #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

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          #5
          got it; appreciate your help
          Michael

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