I'm new to ninjatrader and have a question. Why is that for example when i built on strategy builder, a simple strategy to buy/sell a contract when the price cross a certain MA on 5min chart, there's ALWAYS a delay of 1-2 bar after it crosses the MA before it execute (when backtesting)?
When I run the strategy on Live simulation, the order get executed more or less exactly when the price cross the MA...
Can anybody help me with this? Currently, there's a HUGE difference between the backtesting vs the live simulation.
Thanks in advance.
Tuan P.
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