Strategies behavior inconsistent and unreliable

[naxo79]

Hi,

Have a lot of strategies running on daily bars.
Had them running for a couple of days and some of them had opened positions with target and stops in place.
I performed the following actions in order:
1. I disabled them.
2. Reloaded data from Kinetick.
3. Changed option to "wait until flat before executing"
4. Enabled the strategies.

None of them is yellow.
How is this possible?!

[NinjaTrader_Bertrand]

Would they hold any historical positions after the data reload / recalculation then at all per the conditions?

[naxo79]

no.
So realtime vs. backtesting behaves very differently.

[naxo79]

It seems that when backtesting on daily bars NT executes the target always if target price was traded during the day. Does not take into consideration if target was reached after or before entry.

[NinjaTrader_Bertrand]

Yes, there are some expected discrepancies running realtime vs backtesting:

http://www.ninjatrader.com/support/helpGuides/nt7/discrepancies_real_time_vs_bac.htm

Only the OHLCV info of a series (here the daily bar) is known in backtesting, not the intrabar / day formation, with additional coding granularity could be added to your script.

http://www.ninjatrader.com/support/forum/showthread.php?t=6652