Results from Replay and BatckTest does not match

[mcosta72]

Hi my friends,

I think this is common topic but I couldn't find any thread with good info.
I've been using Replay for testing for a long time. Recently I gave a chance to Backtest and the results were very close. I got very excited but not for long. Results came quite different again and this time I learned that strategies with ENTRY ORDER = MARKET run much better in Backtest than ENTRY ORDER = LIMIT or STOPLIMIT.
Is there any paramenter that I am missing to adjust the same performance for both test systems?
Thanks!

[NinjaTrader_ChristopherJ]

Hello,

Unfortunately when backtesting there are not any settings that can be adjusted to match real time results when using a live account or replay. I have provided a link below that goes over the discrepancies when comparing backtesting and results when trading with live data or replay.

https://ninjatrader.com/support/helpGuides/nt7/discrepancies_real_time_vs_bac.htm

Let me know if I may be of further assistance.

[mcosta72]

I got it,
Thanks.