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Strategy Analyzer - Calculate.OnBarClose vs Calculate.OnPriceChange

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    Strategy Analyzer - Calculate.OnBarClose vs Calculate.OnPriceChange

    I have an issue with the Strategy Analyzer. I have uploaded a video in which I explain it in some detail.

    #2
    Hi Brillo, thanks for your post.

    If you change anything in the OnStateChanged method you would need to select a different strategy from the list, then select the changed strategy again (you don't have to run the other strategy, just select a random one and set it back to the one you are testing). If you change something in the code elsewhere you don't need to do this.

    For the differences you see between OnPriceChange and OnBarClose, that could either be something that just needs to be debugged or explained further by analyzing the behavior of the script and the data it is running on, or is from the historical fill algorithm. See this post for more details on that (Mainly the section under "Adding intra-bar granularity can help with this."):
    https://ninjatrader.com/support/foru...-backtest-live

    Chris L.NinjaTrader Customer Service

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      #3
      Hi Chris. This turned out to be a script error. I'm sorry I wasted your time with this.

      Comment


        #4
        Hi Brillo, thanks for the follow up.

        We're always happy to assist, please let me know if anything else comes around.

        Kind regards.
        Chris L.NinjaTrader Customer Service

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