Backtesting strageties

[borne]

Hello.

When running a stragety performance test in NT on an atm stragety, apparently it doesn´t calculate trades entered and exit on the same bar. Of course this is a huge disadvantage when you want to backtest your stragety. I hope you can fix this until the next version, and also to be able to use continiuos contracts for testing

[NinjaTrader_Bertrand]

borne, welcome to our forums - ATM strategies could generally not be backtested, so I'm not exactly sure what you're referring to, do you mean a regular NinjaScript strategy? The backtest would per default not look inside the bar, that's correct - you could though add in more granularity to be able to simulate an intrabar fill -

http://www.ninjatrader.com/support/forum/showthread.php?t=6652

Our next major update of the platform will have more options and flexibility in this area.

Continuous contracts are created in NT per default, as well for backtesting - just use the regular current front month symbol and NT will be create a continuous contract if you request data over contract boundaries. For providers that natively support continuous contract access, you can also work with the ##-## symbol for charting and backtesting.