viewing charts on different timeframes in strategy analyser

[PolarBear]

Hi,

I need to run my strategy currently on high resolution bars it seems to get the correct price fills using the managed order handling in NT8. For example, if I use limit orders, and set stop losses if I run on 1 minute bars I don't get filled at the correct prices.
I'm using "OnMarketData" to test for certain times of day, and entry signals then use EnterLongLimit(entryPrice), setStopLoss and SetProfit Target.

I mention the above in case there is a better way to do this.

In any case, I get the correct price fill/targets etc if I run the strategy in the Strategy analyser on 10 tick bars. If I run on 1 min bars I don't.

The issue is that I want to be checking on the chart if my strategy, trailing stops, entries etc are all correct, and want to be viewing the entries marked and objects I draw on the 1 min or 5 min chart.

How can I see this chart (eg 1min chart) from the SA for each instrument if I run on 10 tick data input??

thanks

[NinjaTrader_ChelseaB]

Hello PolarBear,

This would be achieved with intra-bar granularity by adding a secondary series to the script.

Below is a link to a post about intra-bar granularity.

https://ninjatrader.com/support/forum/showthread.php?p=491297#post491297

[PolarBear]

Hello PolarBear,

This would be achieved with intra-bar granularity by adding a secondary series to the script.

Below is a link to a post about intra-bar granularity.
https://ninjatrader.com/support/foru...297#post491297

thanks for the quick reply. Some comments:
1) I already have 3 other dataseries added to my strategy (1 min, 2 min, 1 tick data). I added the tick data one for higher resolution already but it doesn't seem to have helped (see code below and #2 point):

// init
				AddDataSeries(BarsPeriodType.Minute, 1);
				AddDataSeries(BarsPeriodType.Minute, 2);	// add 2 minute data series
				AddDataSeries(BarsPeriodType.Tick, 1);	// add tick data

2) I do place my orders in the "OnMarketData" function as mentioned and checking: if (marketDataUpdate.MarketDataType == MarketDataType.Last). I don't use the OnBarUpdate() function for placing the order. I use the BarsInProgress variable to check for exit conditions of my trades for 1 and 2 min trails (hence the init dataseries additions above). Is this a problem?

3) Other comments on the post you linked:
a) Order fill resolution set to high -- this won't work as I'm running multiple instruments in the strategy analyser
b) tick replay -- "TickReplay does not provide fill prices for accurate order fills"

To re-iterate, my exits are filling accurate as I'm controlling this. My entry and exits set with limit order and setStopLoss are not.

[NinjaTrader_ChelseaB]

Hello PolarBear,

What BarsInProgress value is used for the order submission?

May I see the line of code for the order submission?

[PolarBear]

Hello PolarBear,

What BarsInProgress value is used for the order submission?

May I see the line of code for the order submission?

Thanks for the reply. I was able to get this to work. I had noticed in the strategy analyser when I set the input series to tick 1, the entries weren’t accurate. I played around a little and saw that if I ran tick 10 bars it was. Unsure if this is related to the number of ticks passing through if these are lower volume stocks or not.

I changed the third data series I added from 1 to 10 tick and the entries were correct.

Do you have any comment as to why altering it up to a higher resultion tick bar I would be getting this effect? Possibly something with the data?

Thanks

[PolarBear]

Hello PolarBear,

What BarsInProgress value is used for the order submission?

May I see the line of code for the order submission?

Thanks for the reply. I was able to get this to work. I had noticed in the strategy analyser when I set the input series to tick 1, the entries weren’t accurate. I played around a little and saw that if I ran tick 10 bars it was. Unsure if this is related to the number of ticks passing through if these are lower volume stocks or not.

I changed the third data series I added from 1 to 10 tick and the entries were correct.

Do you have any comment as to why altering it up to a higher resultion tick bar I would be getting this effect? Possibly something with the data?

Thanks

[NinjaTrader_ChelseaB]

Hello PolarBear,

I would expect 1 tick resolution to have higher accuracy than a 1 tick series.

If an order is placed, it would fill with the first single tick with a valid price.