I would like to be able to use strategy analyzer for backtesting my strategy. Based upon the NT literature that I have read, as well as relevant posts in this forum, it should work for my strategy, but it doesn't.
Some information about my setup...
Half of the entries in my strategy are intrabar entries, the other half enter at the end of the entry candle. I run my strategy on OnPriceChange. I use a 15-minute candlestick series, as well as a 1-range series.
My strategy runs perfectly on a playback connection and the entries at the end of the candle execute accurately in SA, it's the intrabar entries that do not. They instead enter at the start of the bar after the entry conditions were met.
The check at the top of my strategy logic ensures that everything is run on the primary time frame (CurrentBar != 0 returns the strategy). I have tried specifying as an argument that the intrabar trades execute on the secondary time frame, as is suggested in the literate, however I ended up with the same result in SA. I also tried running SA with increased granularity, but since I already had a secondary series running, it wouldn't allow me to do so.
Okay, hopefully that is enough information to light a bulb over one of your heads, if you need more, please ask. I would very much appreciate if somebody could walk me through how to set this up as it would greatly increase the speed of each test-optimization loop.
Thank you!
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