Differance in trades

[kassaindia]

I ran the optimizer with the same set of entry conditions and checked the results of 2 set of optimized results. I found that at a few places the entry trades do not match, what could be the reason.

[NinjaTrader_Bertrand]

kassaindia, are you sure this was on the exact same set of data and same fill algorithm setting?

There are two algorithms used here, default and liberal -

http://www.ninjatrader-support.com/HelpGuideV6/DiscrepanciesReal-TimeVsBacktest.html

[kassaindia]

Yes all parameters were same for entry only diff is in the exit. Eg after the position was flat one set of optimised parameters gives a long at 1300 hrs while the other set of optimised parameters gives an entry at 2000 hrs.

[NinjaTrader_Bertrand]

Well, different exits used can produce also slightly different entry points depending on the conditions and setup you use.

[kassaindia]

Could you throw some light as to how an exit condition impact the entry. What is meant by the setup being used.

[NinjaTrader_Bertrand]

For example if you have a different exit and your strategy would only execute an entry if flat, it can change the results you see, this what I referred to as your 'setup and conditions' - you can easily check with the default SampleMACrossOver, it should give you identical results on each run if you do not change any parameter, but just rerun it...