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Using second bars like 10 second and1 minute data series
29.03.2022 05.13

How to Develop Strategies for OnEachTick Execution in NinjaTrader 8

NinjaCoding friend

On your video (see link below) you recommend not to use tick data for optimizing/backtesting. Have you tried using a more onbarclose granular approach? I mean Like using onbarclose on 10 second bars?

I like trading 1 minute bars oneachtick but this approach will use 10sec bars(transparent) on a 1 minute data series in the same chart.

Your entries and exits will be based on the 10sec bars but the visible chart will be 1 minute. Is this viable? Your opinion. Thank you.


oneachtickstratninja/ontickninja/splitusingonmarketdata

ninjacoding.net


  • Yuri Zolotarev
    29.03.2022 09:34

    Well yeah, this can work because if you use 1 tick you will have ninja execute 1 000 000 over a period of say a week or probably even less and if you use 10 sec bars it will be a less load. Its all about the computer limitations nothing else.