How developer trading system with similar real life result?

[ELabunsky]

I'm trying use NINJA backtest for creating models. Before it I used my own system tester based on ticks and current ask/bid model, but it's too hard develop a lot of ideas manually.
I tried use NINJA tester and found it strange. Results with real life trading and backtest is differ for one trading day. If compare backtest trades and given from simulation - there are differ...
Please, let me know any tricks for avoid this problem.

Regards,
Eugene.

[NinjaTrader_Jason]

Hello Eugene,

You can expect discrepancies in backtesting a strategy and running it real-time. Please see the link below for more information.

http://www.ninjatrader-support.com/HelpGuideV6/DiscrepanciesReal-TimeVsBacktest.html

[ELabunsky]

Jason,
So you advice is??? Use Market Replay?
I run backtest and simulation with one conditions but I can see entry time is differ in backtest and simulation (I set calculate on bar close = true for both).

PS. I tried connect market replay (with ZenFire) but I can't select day... What I should do for be able select market replay date?

[NinjaTrader_Jason]

I am informing there can be differences in the outcome of testing a strategy in real-time and backtesting it.

Most likely there will be differences between a backtest and testing the strategy using the Market Replay as well.

[ELabunsky]

Most likely there will be differences between a backtest and testing the strategy using the Market Replay as well.

But I can't run market replay because have not date under the market replay item in menu.
This feature not able for demo access or this is limitation of ZenFire/TT (I have both demo access)?

[NinjaTrader_Jason]

You will need to record real-time data first in order to replay in a future session. More information can be found at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/Overview14.html

[ELabunsky]

I have several problems.

1. On video NT started connected to market replay data feed already. With my connection I can't connect it. How fix it?
2. Why regular connection can't keep data for market replay? this is strange that you have not option for keep data for market replay from regular trading session.
3. Looks like I should return my own backtest simulator based on keep ticks from live market with last price and ask/bid info... I hope next version you will allow users save market data for futures market replay during the regular trading session.

Thank you.

[ELabunsky]

I see ... video for old NT build.
I'll explore my own NT.

[NinjaTrader_Jason]

Correct, the video is outdated. Please go to Tools-->Options-->Data-tab and enable 'Run market replay recorder'.

Whenever you receive real-time data in NinjaTrader it will be recorded and can be replayed in a future session by going to File-->Connect-->Market Replay and select the date you recorded data.