I am using 'PlayBack' connector to backtest some live strategies (that run as indicators, not ninja strategies) running in chart windows. I have a timing query. If I am playing back data at max speed, sometimes it seems that my order gets entered a bit late, so I thought I would enquire if the method I am using would be poor usage with unreliable results under these circumstances?
I am using playback at full speed
I submit an order via an indicator with the following method at the appropriate time
myOrder = myAccount.CreateOrder(myInstrument,OrderAction.Buy,OrderType.Limit,OrderEntry.Manual,TimeInForce.Day,Q,convertedPrice,0,"",ordername,DateTime.MaxValue,null); NinjaTrader.NinjaS cript.AtmStrategy.StartAtmStrategy(ATM, myOrder); PPrint("Submitting buy limit order with ATM " + ATM);
Thank you.
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