I wander if theer
I set a chart with 1000 ticks volume chart and I use the approach
Add(PeriodType.Tick, 1).
Clearly the work is correct and the results are more similar to thebacktesting with MarketReplay.
But really what is happening is that in the main volume-chart the order is sent at the order of the bar but the intraday granularity method calculates it using a one tick series from the open thus making all results invalid.
The calculation should be done at he next bar, that is on the tiks following the close of the main volume-chart where the strategy is inserted.
For the exits is not really relevant.
Any idea? How to make NinjaTrader 7 working correctly?
Regards
G
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