opentick, market recorder & trailing stops

[pistolpete]

A couple questions I need answered:
1. I have been comparing my live market recordings with opentick historical data and I have noticed that they are grossly different in results. So much that on a single day the same strategy on the recorder would trade 8 times, get pounded I might add, and with the historical data it does 1 winning trade that's it, throughout the entire day. I understand that back testing is never 100% accurate but that big of difference? I would appreciate any thoughts on that matter.
2. trialing stops in back testing, do they actually work or is just a hard stop that works? I have strategies that have trailing stop triggers so I would understand if the system can't accurately produce the correct results.
3. How does the market recorder store its data? Is there a limit to how much I can take it on any given day?
thanks
pp

[NinjaTrader_RJ]

Hello,

Thank you for your post.

1.) This can be expected as backtesting historical data can only use the OHLC data of historical bars, whereas market replay has tick granularity, which means many more data points to calculate off of.
See this link for backtesting with intrabar granularity: http://www.ninjatrader-support2.com/...ead.php?t=6652

2.) Your trailing stops should work, please let me know if they are not.

3.) Market replay files are stored in a seperate location in the database than historical as they are in a different format. You are only limited to the amount you can store by your PC resources.