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Backtest strategy with current tickprice rathen than the next tick price

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    Backtest strategy with current tickprice rathen than the next tick price

    I am using NinjaTrader 8 and optimized tick data to keep my backtests fast.

    However, when during the backtest, when entering a position, its using the price of the next tick.

    I thought about having each tick twice in the data series but this would break indicators using the tick data.

    Is there any workaround to use the tick price of the current bar for the backtest rather than the next tick?

    #2
    Hello connex,

    When using Strategy Analyzer, backtesting the strategy will run exactly the same as if CalculateOnBarClose is set to true.

    High Fill Resolution would allow executions to be intra-bar, but not calculations. Because you are looking to calculate intra-bar in the backtest, you need to use TickReplay. When you enable tick replay the strategy will be executed on each tick and at that point would evaluate any conditions, then orders would be placed.

    Currently Tick Replay and Order Fill Resolution set to high, do not work together. This is a bug expected to be resolved in a future release of NinjaTrader.

    An alternative would be to run your strategy in replay, using replay data.

    Please let us know if you need further assistance.
    Alan P.NinjaTrader Customer Service

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