BackTest Results

[sandeshrai]

I am puzzled with my backtesting results not matching with my real transactions. Upon verifying I find that the backtesting engine completely eliminated some dates. For example, on the 5th of October, I had 3 trades in my simulated account. When back tested, I noticed that the chart does not show the entire days trading hours as a result of which there was a mismatch. The other days during the week matched except for 1 tick. This raises a big question about the credibility of back testing.

All my trades are based on End of Bar closure, so there should be no reason for a mismatch otherwise. Minor mismatches are expected, but this kind of mismatch makes me wonder if back testing feature is a positive or a huge negative?

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[NinjaTrader_RyanM1]

Hi sandeshrai,

Strategies have different mechanics realtime / historical and is why there are discrepancies expected backtesting compared to real time.

When back tested, I noticed that the chart does not show the entire days trading hours as a result of which there was a mismatch.

This is a big clue as to why you are seeing different results. If the data is different or you're using different settings (sounds like a different session template in this case), then the results will be even more disparate.

If you want to simulate how your strategy operates in real time, market replay feature is a great tool for this. You can quickly play back a days worth of data.

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