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NinjaTrader Backtesting multi time frame strategy
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NinjaTrader Backtesting multi time frame strategy

  #1 (permalink)
Trading Apprentice
Novgorod, Russia
Futures Experience: Beginner
Platform: NinjaTrader, Quik
Favorite Futures: fRTS
Posts: 4 since Jan 2015
Thanks: 2 given, 0 received

NinjaTrader Backtesting multi time frame strategy


I want to backtest two time frame(60min and 15 min) strategy but I faced a known issue: indicator's values of 60min time frame are updated only at the end of a 60min bar.

I want to update indicator's values of each time frame every 1min tick.
Fortunately, for evaluating indicator's values I need from 2 to 5 last bars. At this time I plan on every 1min tick to pass to indicator the following data series: manually take from 1 to 4 last 15min(60min) bars prices, add last 1min tick price and evaluate indicator's value.

So I have a couple of questions:
1. Is there any other workaround solution?
2. Will be solved this issue in NT 8?

Thanks in advance.

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