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How can we exclude trades filled in same bar in the strategy report.

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    How can we exclude trades filled in same bar in the strategy report.

    Hi,

    I’m developing an Strategy with minute bars as the lowest time frame. There are some cases that the entry order and the exit order are filled in the same bar. I would like to exclude them from the report because I cannot provide historical an intrabar data (lower than minute bar).

    There is a way to do that?

    Thank you for your help.

    Best Regards

    #2
    Hello mbcmbc,

    You can use logic to either submit or not submit orders. You can run a few instances of the strategy with different rules or different accounts.

    You cannot modify the results created by the entry and exit executions.

    You can export any grid to excel and modify the excel file however you would like.
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Ok,

      it's clear

      Thank you!

      Comment

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