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backtest error when opening and closing position on the same candle

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    backtest error when opening and closing position on the same candle


    Good afternoon and thanks in advance.

    My problem is the following. When performing a backtest of a strategy, when the entry and exit of the position occurs in different candles, everything works well. But when the entry and exit of the position occurs in the same candle, it executes them over and over, increasing my profit or loss.

    This in turn prevents obtaining correct information when optimizing.

    I have only one input activated per signal.

    Regards.

    #2
    Hello mcjosejavier, thanks for your question.

    It looks like the entry condition is becoming true multiple times within a bar. Its a problem with the strategy logic. We have this method that you can use to prevent this from happening:
    https://ninjatrader.com/support/help...yexecution.htm

    If that is 0, then don't enter the trade again.

    You could also check the CurrentBar value to control this.

    You can prove the strategy is entering multiple times using a Print statement above your entry order. e.g.

    if(EntryCondition)
    {
    Print("Entering Position");
    EnterLong();
    }

    Kind regards.
    Chris L.NinjaTrader Customer Service

    Comment


      #3
      Thank you very much. Finally I have made the result of the backtest equal to the result in playback.

      protected override void OnBarUpdate ()
      {
      if (BarsSinceEntryExecution () == 0)
      return;

      Regards.

      Comment

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