Getting Different Results Trading Live V Backtesting

[MJUK10]

I have a system that should have entered long today and didn't. When back testing it enters, when I activate live, it didn't.

I realised the reason was an entry condition relating to RSI on the 60 minute chart. It enters on the 1 minute chart but if RSI on the 60 min chart is over 65 it doesn't.

At the time the RSI on the 60 min chart was 59.

Any ideas why this didn't enter live but does work when back testing?

Many thanks

[NinjaTrader_ChelseaB]

Hello MJUK10,

Thanks for writing in.

There are some discrepancies between historical data and real-time. The article below is from our help guide and discusses these differences.
http://www.ninjatrader.com/support/h...ime_vs_bac.htm

However, it may be beneficial to print the values of your conditional outside and before the conditional statement. With a print, you can directly compare the values that were used to decide if the strategy would make the buy or not.

For example:

Print(High[0].ToString() + " - " + Low[0].ToString() + " - " + RSI(19)[0].ToString());

This will print the high and low of the bar to the output window as well as the rsi so that you can make a direct comparison.


Please let me know if this does not resolve your inquiry.