Are there differences between ES and MES?

jedu29

Junior Member

Join Date: Jan 2022

Posts: 4
#1

Are there differences between ES and MES?

02-19-2022, 11:21 AM

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?
Tags: None
NinjaTrader_ChelseaB

NinjaTrader Customer Service

Join Date: Dec 2012

Posts: 21883
#2

02-20-2022, 05:01 PM

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..

Comparing real-time, historical, and replay performance - NinjaTrader Support Forum

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

Citizens of the NinjaTrader Community, A common question we hear from clients is 'why are results from backtest different from real-time or from market replay?'. Live orders are filled on an exchange with a trading partner on an agreed upon price based on market dynamics. Backtest orders are not using these market dynamics.

Chelsea B.NinjaTrader Customer Service
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Are there differences between ES and MES?

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