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I am struggling to make a system with intrabar backtest capabilities. Is this even possible in NT7? I was able to do this in 6.5 a few years back. But now that I no longer have 6.5 and would like to use just NT7; I need a solution.
Has anyone seen this same issue in NT7 or have sample code that actually works to backtest intrabar.
Thanks in advance, Cheers,
SodyTexas
"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."
Can you help answer these questions from other members on NexusFi?
Instead, you'll need to use actual tick data for backtesting. I suggest using a 1 range bar, I found it most accurate. Use that for your execution dataseries, and you can use a secondary bar series for your signal. You'll need to research using multiple time frames in strategies.
Thanks Mike for taking the time, I know you are a busy guy!
I believe that is exactly what I was doing, with the exception of using 1 minute bars on the BarsInProgress == 1 on a 15 min backtest.
&
When the backtest runs I get the follow execution times:
Entry: 8:01 AM
Exit: 9:31 AM
Entry: 6:01 PM
Exit: 9:01 PM
Entry: 10:31 PM
Exit: 11:31 PM
and so on...
Do you see what I am doing wrong?
Sody
"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."
"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."
And I found the issue with the sample, instead of adding the entry on BarsInProgress == 0, I moved the code to BarsInProgress == 1, doing nothing on the 15 min bar (BarsInProgress == 0).
The backtest smaple provided from Ninjatrader.com is now working correcltly and I can start my project of building out my system. I will also use your suggestion with the range bar with tick granulation.
Here is the corrected code that provides minute granulation:
Cheers,
Sody
"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."