Executions vs. trades tab

[Sircher]

I real time ran my strategy and of course it doesn't match the backtesting results at all, in a negative way I am trying to figure out why. I did notice on printing out the trades, that the Position tab shows random long and short positions. It will list 10L then the next line is 3 L then 5L then 12 L then 1 S.The times of the executions are sequential. I only trade one contract and the trade tab shows only one trade at a time and the Superdom only shows 1 contract.. Can you clarify the difference in these tabs. Maybe my strategy is trading more trades some how and it is not reflected in the backtest. The real time chart does show a loss, but the backtest shows the opposite. I am using PnF charts on close of the bar.


Thanks again for your response to my posts, but it seems like backtesting is worthless.

Sircher

[NinjaTrader_AdamP]

Sircher,

Backtesting can be affected depending on your strategy's operating requirements. Please find more information here :

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

The main issue here is "intrabar granularity". There is a reference sample about adding this to backtesting, please find a link below.

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

Please let me know if I may assist further.