Strategy: Backtesting NinjaScript Strategies with an intrabar granularity

[NinjaTrader_JoshP]

You can submit orders to different Bars objects. This allows you the flexibility of submitting orders to different timeframes. Like in live trading, taking entry conditions from a 5min chart means executing your order as soon as possible instead of waiting until the next 5min bar starts building. You can achieve this by submitting your orders to a more granular secondary bar series to achieve an "intrabar" fill.

Key concepts in this example:

• Finding entry conditions on the primary bar object
• Submitting orders to the secondary bar object for an intrabar fill

Important related documentation:

NinjaTrader 8

• AddDataSeries()
• BarsInProgress
• EnterLong()
• BarsArray
• EnterLongLimit()

NinjaTrader 7

• Add()
• BarsInProgress
• EnterLong()
• BarsArray
• EnterLongLimit()

Import instructions:

NinjaTrader 8

1. Download the file contained in this thread to your PC desktop
2. From the Control Center window, select the menu Tools > Import > NinjaScript
3. Select the downloaded file

NinjaTrader 7

1. Download the file contained in this thread to your PC desktop
2. From the Control Center window, select the menu File > Utilities > Import NinjaScript
3. Select the downloaded file and click Import.