Are there differences between ES and MES?

[jedu29]

I have created a strategy in Strategy Builder. I activate the same strategy and the same parameters in a test in ES 3 minutes and in MES 3 minutes and the same number of days.

And in ES the strategy generated 26 trades.
And in MES the strategy generated 31 Trades.

Are there differences between ES and MES?

[NinjaTrader_ChelseaB]

Hello jedu29,

Welcome to the NinjaTrader forums!

Yes, these are different instruments and are traded separately. These use the same underlying products and will generally follow the same directional trend and price, but will have different buyers and sellers and will have different ticks as well as ask, bid, and last prices.

If you would like to fully understand exactly what is causing differences, it would be necessary to print (or write to file) the data processed by the script as well as the values in the conditions.

Below is a link to a forum post that demonstrates..

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/100192-comparing-real-time-historical-and-replay-performance#post100192