Strategy executing an order at price change

[percma]

Hi
was wondering if you could help me out to understand why in this case the strategy is correctly drawing on the chart a background color when condition are met but execute the order at bar close (at the following bar).

I'd like the trade to happen as soon as conditions are met. To be specific as soon as the 'actual' Bollinger band break above/below.

attaching here the text of the code.

for the Bollinger I see that (using the strategy builder) there is 1 period look back...but still the background color is correct and set up is at price change.

many thanks

m

[NinjaTrader_AlanP]

Hello percma,

Thank you for writing in.

Are you seeing this in real time or historically?

I look forward to your reply.

[percma]

historically

[NinjaTrader_AlanP]

Hello percma,

This would be expected without a secondary tick series added.

See under Running a Strategy at the Close of a Bar or Tick by Tick,

https://ninjatrader.com/support/helpGuides/nt8/en-us/?discrepancies_real-time_vs_bac.htm

If you add a secondary tick series you should see the trade taken on the bar the condition first became true,

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

Please let us know if you need further assistance.

[percma]

Not sure I know how to do it.

But do you confirm that this is a behaviour only for the historical backtest or also live if I don't add a secondary data series?

Would I need a tick data series or just another data serie like minutes?

Not sure Intercative Brokers provides tick data.

[NinjaTrader_AlanP]

Hello percma,

I would not expect this behavior running in real time as long as the strategy has calculate set to OnEachTick. You would not need a secondary tick series in real time.

IB does not supply historical tick data however at the following link you’ll see which providers do,

https://ninjatrader.com/support/helpGuides/nt8/en-us/?data_by_provider.htm

Please let us know if you need further assistance.