Live Trades dont match Strategy Analyzer

[gg80108]

My live trades (Desertsoft CCI strategy) don't match the Strategy Analyzer trades for the same day. Trades are off by tics and sometimes 1 bar.. This is a game of tics for day traders and makes a difference between a BE and a full stop out. How can I make the trades match?

[NinjaTrader_RJ]

My live trades (Desertsoft CCI strategy) don't match the Strategy Analyzer trades for the same day. Trades are off by tics and sometimes 1 bar.. This is a game of tics for day traders and makes a difference between a BE and a full stop out. How can I make the trades match?

Hello,

Thank you for your post.

This is expected in a backtest as backtest orders are filled at the OLHC and live data can be filled with incomin tick data, as well as other reasons.

Please see this link for a detailed explanation: http://www.ninjatrader-support.com/H...sBacktest.html

[kcsystemtrader]

Hello,

Thank you for your post.

This is expected in a backtest as backtest orders are filled at the OLHC and live data can be filled with incomin tick data, as well as other reasons.

Please see this link for a detailed explanation: http://www.ninjatrader-support.com/H...sBacktest.html

I understand the above link. However, if you run a multi-time frame strategy you can get around this correct? I run a minute strategy (primary bars), but plan to make it a multi-time frame strategy with ticks as the secondary bars object. Is this possible, or do the bars objects really have to be bars (i.e. 2 ticks or more).

My goal here is to be able to run my minute strategy live with calculateonbarclose = false, and then be able to produce very similar results in a backtest (because the backtest will now be able to reference tick data as well). Would this approach work using the BarsInProgress() method? Thanks,

kcsystemtrader

[NinjaTrader_JoshP]

Yes, but 1tick charts are very taxing on the system because they are so computationally intensive. Please see this reference sample: http://www.ninjatrader-support2.com/...ead.php?t=6652