I have been trading in real time using an automated strategy for the last 3 weeks. Since the strategy was evolving as I went I didn't check it's performance against back tests for the same time period I traded. This week I began to back test the results at the end of the day against the real time results. I am very careful about start times and sync up on start. I am very careful in back testing to duplicate these times. I have gotten some pretty different results in back testing vs. real time. Sometimes the real time is significantly better than the back test and other days the opposite occurs. The variances are too great to chalk up to normal slippage in real time vs. back testing. Right now it doesn't seem to be a bother as the differences seem to cancel each other out. Any thoughts ??
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Backtesting can be significantly different than real-time. Please see this article: http://www.ninjatrader-support.com/H...TimeVsBacktestJosh P.NinjaTrader Customer Service
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