Order filled one bar later

[TexFly]

Hello,

I'm trying to figure out something while playing with basic stuff.

I have an indicator (it could be anything) but let's say

((Close[2] < Open[2] & Close[1] < Open[1])) which displays the white arrow (see screenshot below).

Now I use the same exact condition to enter a long position. Something like this:

if ((Close[2] < Open[2] & Close[1] < Open[1]))
{
EnterLong("Long");
}


The condition happens (brown arrow) at the same time of the indicator but the order gets placed one bar later (blue arrow). The purple arrow is the exit.

I would like for the order to be placed at the opening of the bar with the white arrow. How do I accomplish it?




Thanks!

[NinjaTrader_PaulH]

Hello TexFly,

Thanks for your post.

Based on your observations it sounds like you are running the strategy with Calculate.OnBarClose which means any actions determined by your strategy are performed at the end of the bar, such as drawing the white arrow and placing the entry order, however the order cannot be filled until the next bar due to the time it takes to process the order.

If you are working with live data or Playback with market replay data, you could test working with Calculate.OnPriceChange or Calculate.OnEachTick which would allow you to place the order on the FirstTickOfBar. Reference: https://ninjatrader.com/support/help...ttickofbar.htm

[TexFly]

Hello TexFly,

Thanks for your post.

Based on your observations it sounds like you are running the strategy with Calculate.OnBarClose which means any actions determined by your strategy are performed at the end of the bar, such as drawing the white arrow and placing the entry order, however the order cannot be filled until the next bar due to the time it takes to process the order.

If you are working with live data or Playback with market replay data, you could test working with Calculate.OnPriceChange or Calculate.OnEachTick which would allow you to place the order on the FirstTickOfBar. Reference: https://ninjatrader.com/support/help...ttickofbar.htm

Thanks Paul. I will take a look!