Is it possible to backtest strategy with "Enter on Bar Open" using Strategy Analyzer?
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Partner 728x90
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NinjaTrader
Backtest Strategy - Strategy Analyzer
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No.
(Btw, welcome to the forums!)
I mean, um, you won't find any terminology like that, sooo ... as to the wording of
your question -- the answer is a soft "no".
Why a 'soft' no?
Because, NinjaTrader defines "on bar close" and "on bar open" as the exact
same event -- or more precisely, it is the first tick of a new bar that is precisely
recognized, and it is that tick that drives the "on bar close" event -- the first tick
of a new bar is, by definition, doing double duty in the internal code.
Strategy Analyzer executes your strategy in such a way that your OnBarUpdate is
called in "on bar close" mode -- in fact, this mode is the only mode supported by
Strategy Analyzer.
[This discussion presumes you're well aware of the Calculate mode setting and
what it means and how it is used. My point is, Strategy Analyzer ignores the
Calculate setting and always runs your Strategy in OnBarClose mode -- but,
technically, even this can be altered somewhat if you enable TickReplay.]
Anyways, the final answer is "yes", except that NinjaTrader prefers terminology
that refers to "on bar close", not "on bar open".Last edited by bltdavid; 02-01-2022, 06:11 AM.
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