Different Results between Backtesting and Live Testing

[vivienne]

Do you have the same problem as mine?

Even when I use the same data set, same range, same setup, same strategy, the signals that I got from Backtesting and Live Testing are not the same.



Anyone know why is there the difference?

[NinjaTrader_Ray]

imported post

You can't expect results from a backtest to be the same in real-time, even if you are using the same data set. There are many variables. One is the order simulation in real-time is vastly different than the backtest order fill algorithm.

Ray

[NinjaTrader_Ray]

imported post

Please see this new section of our Help Guide.

http://www.ninjatrader-support.com/H...sBacktest.html

Ray