Chart plot and Control Center have different results

[scartree]

I am applying a strategy to several instruments concurrently. I am using a proprietary chart type (HybridRenko by Rjay). A signaled trade shown on the chart is not being reflected in the results shown in the Control Center listings - either in Executions or Accounts. Mostly, the trade is shown correctly in the Positions listing but it is not reflected in the other pages - Strategies, Executions and Accounts.

Which one is correct. If the trade is signaled and noted on the chart, is this the trade sent to the broker by the strategy - I would like to think so! If so, why is it not being recorded correctly in the listings as this is my forward test of the viability of the strategy?

[scartree]

Chart plot and Control Center have different results

Further to my last post, an example of my problem. The chart shows a trade taken on ES entered Buy at 1279.25. The Sell stop profit target was hit and shows the trade ended at 1280.25 for the required 4 ticks gain. The price has continued to rise so it is not a matter of slippage - providing the trade was taken when shown on the chart.

The trade was recorded in the Control Center as opened at 1290.00 - a slip of 3 ticks on the price indicated on the chart. It has not yet closed according to the Executions list.

The strategy obviously is sending a market order which is subject to slippage despite what is being shown on the chart. How do I make that a limit order in the strategy? I can then put a restriction on the number of bars to leave the order pending before canceling the order if not filled.

[scartree]

Chart plot and Control Center have different results

The plot thickens. I have just noticed that checking on the orders page of the Control Center, the orders and trades as shown on the chart are recorded exactly that way in the Orders sheet. They show as filled so they are not just the orders as sent subject to slippage. They do not match with the entries on the other record sheets.

My main concern is knowing the correct record to know how the trades might go in live (with money) trading. My analysis of the strategy is based on these records so which do I take as correct for the future live operation of the strategy?

[NinjaTrader_Bertrand]

scartree, there could be definitely disrepancies comparing historical fills from backtesting to realtime fills received on the simulator or live market :

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

That might be especially true for the custom Renko chart type you're using here - does the discrepancy is still that pronounced when doing the same test for example on regular minute chart?

Generally forward testing a strategy in Market Replay would be likely closer to realtime fills seen / achieved than backtesting alone.

[scartree]

Thanks Bertrand. I guess ultimately, the only real test is to actually trade the strategy but I am not that confident just yet. I will try saving some data and do a run using Market Replay as suggested.
Karl

[NinjaTrader_Bertrand]

What market are you interested in trading in Karl? Most popular futures contracts are recorded on our server and could be downloaded for replay via File > Utilities > Download Market Replay Data.

[scartree]

Thanks again Bertrand
I was not aware that data was stored by NT. I will certainly take a look. I trade FESX, ES, YM, TF, CL and some currencies - 6A, 6B, and 6E mainly. I would like to trade the SPI (Sydney Futures Exchange) but Zenfire don't provide the tick data for it.
Karl