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Tick data backtesting

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    Tick data backtesting

    Hello, we made backtesting on a tick data,as a result Ninja adds 1 tick profit to each trade, how to eliminate this? My software developer said, that's it's a bug of Ninja.

    #2
    Hello U0000999,

    Thanks for your post.

    Previous versions of NinjaTrader would have an additional tick of profit seen when limit orders fill as the order fill would be triggered by the tick that "ticks through" the limit order. This was adjusted in Release 21 and the additional tick on limit orders is no longer seen.

    Please make sure you are updated to the latest version of the platform and try your backtest again.

    Update installers can be found here - https://ninjatrader.com/PlatformDirect

    We look forward to assisting.
    JimNinjaTrader Customer Service

    Comment


      #3
      I use the latest version, but it doesn't help....

      Comment


        #4
        Hello U0000999,

        I have attached a video demonstration showing a test that you can perform on your end to test using High Order Fill Resolution with a single tick data series. As we can see in this test, the profit target is filling with 5 ticks and we are not seeing an additional tick of profit.

        Demo - https://drive.google.com/file/d/1U_r...w?usp=drivesdk

        Please perform the same test on your end, and let us know if you are seeing the additional tick of profit with this test.

        Note that if you have a multi time frame strategy or a Tick Replay strategy, High Order Fill Resolution cannot be used and the orders will need to be submitted to a single tick data series. An example that can demonstrate is included below.

        https://ninjatrader.com/support/help...ipt_strate.htm

        We look forward to assisting.

        JimNinjaTrader Customer Service

        Comment

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