Correctly Backtesting With Tick data Entry

NexusFi · 2016-12-13T14:19:41-05:00

Take a look at how i implemented tick entry/exit in the Oil Bot v36.. You will see that with OnMarketUpdate, it is possible to follow the tick data, but it has a performance price, you should keep your code efficient. This is just to give you a working example, probably many other ideas are possible. Personally i stopped writing strategies in NT, i wrote an engine completely outside of NT that gives me a good control, while i'm still able to follow the trades in chart trader, i can intervene …

Discussion in NinjaTrader

Updated December 13, 2016

Correctly Backtesting With Tick data Entry

December 13th, 2016, 02:19 PM	#11 (permalink)
zaico Barcelona Spain Posts: 26 since Sep 2016 Thanks Given: 6 Thanks Received: 4	But concerning back testing is there anything else to look for? Market replay can't go as far before as back test Sent using the NexusFi mobile app