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Help With Incorrect Exit Times

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    Help With Incorrect Exit Times

    Hello,

    I am using Managed Approach with OnEachTick, IsFirstTickOfBar, and TickReplay enable.

    I am using Market Orders for Entry, SetStopLoss, SetProfitTarget.

    For some reason, my Exit times is showing the time of the bar when the exit occurred, and not the the time when the trade was actually exited. See screen shots below

    Now, when I run the strategy with OnBarClose only, my Exit times is showing the time of the bar when the exit occurred, and not the the time when the trade was actually exited as well.

    Even with Sample MA CrossOver, the exit times shows the time of bar the trade was exited.

    I think this is because bars only show the OHLC prices and times.
    Attached Files

    #2
    Hello simple_goodoboy,

    Thank you for your note.

    It looks like both your entries and exits are taking place at either :30 or :00, so it looks like you are running the strategy on a 30 minute data series.

    If you'd like intrabar granularity, where orders are filled intrabar, you should add a secondary tick series to your strategy. Please see the following link for more information.
    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


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

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