I moved over from eSignal and getting familiar with the Strategy Builder. I have a few general question on creating a strategy that can be accurately back tested with the eventual goal to run as an fully automated strategy. In general for both back testing and eventual trading is there anything specific that should be included for a successfully back tested system to then by loaded and run real time.
I created a basic strategy just to familiarize myself with the builder and included several common indicators, EMA SMA Momentun etc.
Does the EnterLong() and EnterShort() enter a trade on the open of the nextbar which would enable the use of bar 0 in indicator comparasions/crossovers
In general is it recommended that the current bar 0 or bars 1 back ago be used for moving average cross overs, price above a moving average?
In esignal there was always a problem using the current bar in strategies as that bar was being build real time and the back tester used OHLC so the back testing results never matched real time trading. The suggestion was to always use 1 bar back for all indicators is that also true in Ninja Trader?
Similiar question for Open[0] > Close[0] to determine a red or green candle is the comparison ma each tick with the close[0] being the last tick or after the bar closes?
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