Different Results between Backtesting and Live Testing

vivienne

Junior Member

Join Date: Apr 2007

Posts: 18
#1

Different Results between Backtesting and Live Testing

05-02-2007, 02:16 PM

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?
Tags: None
NinjaTrader_Ray

Founder

Join Date: Nov 2004

Posts: 11160
#2

05-03-2007, 12:57 AM

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

RayNinjaTrader Customer Service
Comment
NinjaTrader_Ray

Founder

Join Date: Nov 2004

Posts: 11160
#3

05-03-2007, 03:45 AM

imported post

Please see this new section of our Help Guide.

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

Ray

RayNinjaTrader Customer Service
Comment

Topics	Statistics	Last Post
Clock On Chart Indicator by argusthome Started by argusthome, 03-08-2026, 10:06 AM	0 responses 58 views 0 likes	Last Post by argusthome 03-08-2026, 10:06 AM
RTH Dynamic Session Quarters by NabilKhattabi Started by NabilKhattabi, 03-06-2026, 11:18 AM	0 responses 39 views 0 likes	Last Post by NabilKhattabi 03-06-2026, 11:18 AM
PercentChangeChart Addon by Deep42 Started by Deep42, 03-06-2026, 12:28 AM	0 responses 19 views 0 likes	Last Post by Deep42 03-06-2026, 12:28 AM
LegToLegProfileModified - Delta - VP - Tick Grouping by TheRealMorford Started by TheRealMorford, 03-05-2026, 06:15 PM	0 responses 21 views 0 likes	Last Post by TheRealMorford 03-05-2026, 06:15 PM
OrderFlow Highlighted Cells by Mindset Started by Mindset, 02-28-2026, 06:16 AM	0 responses 51 views 0 likes	Last Post by Mindset 02-28-2026, 06:16 AM

Announcement