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Backtesting current bar
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Backtesting current bar

  #1 (permalink)
Elite Member
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Backtesting current bar

Hello !!! do any one have idea how to backtest with current bar price? DefaultFillType.cs open order on current open not next Open if possible


Last edited by ural01; February 28th, 2017 at 11:29 PM.
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  #2 (permalink)
Market Wizard
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Add the TICK timeseries to your strategy and you can backtest intrabar on tick interval.

There is a lot of info to be found, just search the Ninjtrader forum.
NT backtesting is not realistic though, despite adding the tick timeframe. It's better to perform market replays.
Good luck.


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  #3 (permalink)
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Thank you, i,m talking about default fill modification , file DefaultFillType.cs open open position on nextOpen
i,m testing daily or 4hours bars not tick at bar close, i need to open at this open price and not next candle

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  #4 (permalink)
Market Wizard
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If you add the tick timeframe, you can, at BarsInProgress == 1 in the OnBarUpdate(), add the logic you want. There is a property FirstTickOfBar that you can use for doing whatever you want at the open of a new bar.


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