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
Playback does not display historical data by AaronKoRn Started by AaronKoRn, Today, 09:49 PM	0 responses 11 views 0 likes	Last Post by AaronKoRn Today, 09:49 PM
ChartControl.FirstTimePainted/LastTimePainted performance issues while debugging by carnitron Started by carnitron, Today, 08:42 PM	0 responses 10 views 0 likes	Last Post by carnitron Today, 08:42 PM
Unable to compile ninjascript strategy from Tools>Export>Add on Strategy by strategist007 Started by strategist007, Today, 07:51 PM	0 responses 11 views 0 likes	Last Post by strategist007 Today, 07:51 PM
Chart trading from charts with "one click" by StockTrader88 Started by StockTrader88, 03-06-2021, 08:58 AM	44 responses 3,980 views 3 likes	Last Post by jhudas88 Today, 06:59 PM
Strategy not entering short in strategy analyzer by rbeckmann05 Started by rbeckmann05, Today, 06:48 PM	0 responses 9 views 0 likes	Last Post by rbeckmann05 Today, 06:48 PM

Announcement