I am trialling ninjatrader continuum data
A developer has written a strategy for me
I am testing this strategy via NT Strategy Analyser and checking it got the fills expected on the charts
However, this is where a problem seems to occur. In some instances strategy analyser is executing trades when the price hasn't traded on the chart.
Eg. the chart will show a low of price 50, our strategy will execute if price trades below 50. In the strategy analyser the trade has executed at 49 despite the chart showing 49 has not traded.
I have checked the chart data from 3 seperate sources. All 3 confirm the low at 50 and not trading 49.
Is there an issue with the strategy analyser data? I would have thought it isusing exactly the same data as the chart sotfware uses? ie from the same source?
Any ideas?
Thanks
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