NinjaTrader has been great for me so far in most every department except one - back-testing. The problem with NT is that when it sends orders in back-tests, it sends it on the bar after the code tells it to send. This results in improper fills and distortion of code logic. The guys at NT said they did this because of variables which cannot be known before the bar is closed, which is true much of the time, but for some strategies this is irrelevant (IE: strategies that use MAs based on the open of the bar). You could recode your strategy to run tick-by-tick, but it is easy to see how can this can get EXTREMELY cpu intensive if you want to test date that spans a large period of time. When I asked them for support for this matter, I was told that this is beyond the scope of their support. Since I am not getting the proper assistance at their forums, is there anyone here that can help with this matter? With the exception of this issue, their platform and support has been great. I really do love the great capabilities and speed of this platform and want to stick with it, but this one downside is killing it for me.