I am backtesting a sample strategy using vwap indicator. It basically buys es if close is above 3 points. Stops if stoploss is reached 8 points or Take profit is reached also 8 points. But my backtest shows what seems to me intrabar buying and stoping. How can I make it buy and sell on bar close?

mastertrader31 

I am backtesting a sample strategy using vwap indicator. It basically buys es if close is above 3 points. Stops if stoploss is reached 8 points or Take profit is reached also 8 points. But my backtest shows what seems to me intrabar buying and stoping. How can I make it buy and sell on bar close?

try to run your strategy in 'replay' mode..
what does that give ?

Sry about the delay. Had to learn market replay. So anyway I tested with it and it shows the same result. Seems like its closing on every tick not bar

mastertrader31 

I am backtesting a sample strategy using vwap indicator. It basically buys es if close is above 3 points. Stops if stoploss is reached 8 points or Take profit is reached also 8 points. But my backtest shows what seems to me intrabar buying and stoping. How can I make it buy and sell on bar close?

At a quick glance, this can happen if your stops and profit targets are tight, within the range of the entry bar. NinjaTrader 8 has been improved in this area.