Discrepancy between strategy builder and market trading

[Bundner]

Hello dear community
I am a brand new ninja and have a general question:
I have a strategy that works quite well in the analyzer when trading but then always runs into the stop loss. I have attached an example.
Now my question is, where do I have to start looking? or by which parameters can I see where the difference lies? I have read here in the forum that historical data always runs with "Calculate" on bar close, but the strategy can be set differently. I have checked this point.
Can you give me a few tips here? please bear in mind that I am a newbie

Many thanks in advance

[NinjaTrader_BrandonH]

Hello Bundner,

Thanks for your post.

To clarify, are you backtesting the script using the Strategy Analyzer window?

I see you are using a custom Renko barstype from a third-party developer for your testing.

Standard Renko bars can be challenging for backtesting as the barstypes use functionality to remove the last bar in the data series and replace the bar with a new Open price.This is done with reversals and cannot be simulated historically, because the bars are already built. Testing may be done with the Playback Connection to fully simulate standard Renko bars with accurate reversals and order fills.

Playback: https://ninjatrader.com/support/help...connection.htm

Some custom Renko bars aim to work around this limitation and often substitute a "fake" open price in the bar. This will result in Standard Order Fill Resolution estimating fill prices using OHLC values that are not 100% reflective of actual price action which can create discrepancies with results. High Order Fill Resolution should be used in cases like this, or the strategy should be written to submit orders to a single tick data series.

Please review the help guide document on the differences on real-time vs backtest (historical). The information above is noted on this help guide page.
https://ninjatrader.com/support/help...ime_vs_bac.htm

In regard to writing the strategy to submit orders to a single tick data series, see the help guide documentation and reference sample below.

SampleIntrabarBacktest 'Backtesting NinjaScript Strategies with an intrabar granularity' - https://ninjatrader.com/support/helpGuides/nt8/backtesting_ninjascript_strate.htm

TickReplay — https://ninjatrader.com/support/help...ick_replay.htm

Developing for Tick Replay -
https://ninjatrader.com/support/helpGuides/nt8/developing_for__tick_replay.htm?zoom_highlightsub= developing+for+tick+replay

Additional information may be found in this NinjaTrader Forum post —
https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/100192-comparing-real-time-historical-and-replay-performance?t=102504