Different results between backtest and real-time?!

[PhilJW]

Can anyone help as I am quite new to Ninja Trader?

I have a (very simple as I am learning the system) strategy programmed in and am both back-testing and running it in real-time in simulation with a data feed from eSignal.

However I am getting different results for the same time period in real-time and when I back test it with strategy analyser?

For example I had it running yesterday (21st Oct) from 9am to 5pm in real time and made a careful note of all the trades executed, profits and losses made and times of execution.

However when I run it through strategy analyser today (22nd Oct) for the same time period (9am-5pm 21st Oct) the list of trades done and hence profit and loss are completely different?!

Why is this? Surely it means that the back-test results are worthless?!

Any help appreciated.

[NinjaTrader_Bertrand]

Welcome to our forums - backtests are not worthless per se, they give you a first idea if the 'edge' you attempt to catch is worth exploring further, Market Replay against the simulation engine then helps to prove / disprove this in further detail and it's very close to realtime execution againt the live market.

Depending on settings and order types used, there are a number of differences that can be expected when moving through the strategy development process -

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