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Backtesting current bar


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ural01's Avatar
 ural01 
Colorado Springs, CO
 
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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


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  #2 (permalink)
 
GruttePier's Avatar
 GruttePier 
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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)
 
ural01's Avatar
 ural01 
Colorado Springs, CO
 
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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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GruttePier's Avatar
 GruttePier 
Amsterdam, The Netherlands
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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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