Market replay with "calculateonbarclose=true" is the same that StrategyAnalyzer?

[arerojro]

Hi,

I`m having difrerent results with simulations using the following sources:

-Strategy analyzer with only "last" data.
-Market replay with all the indicators used in my strategy and the strategy too with the option "calculateonbarclose=true".

The positions start times are always a little different but in some cases when the strategy analyzer opens a position, the market replay does not open anything and market replay a few minutes later opens opposite position.

Can you tell me which may be due to this?. Thank you.

[NinjaTrader_Bertrand]

Welcome to our forums - what data sources are you using here for historical data and the replay files please?

Generally discrepancies are expected to be seen when comparing results achieved in backtesting vs Market Replay vs live trading, we have documented these here further -

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

[arerojro]

Hi,

I`m having difrerent results with simulations using the following sources:

-Strategy analyzer with only "last" data.
-Market replay with all the indicators used in my strategy and the strategy too with the option "calculateonbarclose=true".

The positions start times are always a little different but in some cases when the strategy analyzer opens a position, the market replay does not open anything and market replay a few minutes later opens opposite position.

Can you tell me which may be due to this?. Thank you.

I´m using market replay data and strategy analizer data from your servers, downloaded with ninjatrader.

[NinjaTrader_Bertrand]

Thanks, with which connection / broker / datafeed are you working then and on which chart types? Especially on the more exotic chart types like Renko bars Market Replay will be much more accurate.

[arerojro]

Thanks, with which connection / broker / datafeed are you working then and on which chart types? Especially on the more exotic chart types like Renko bars Market Replay will be much more accurate.

I do not understand your question. I downloaded data from your servers to both strategyanalyzer and marketreplay. when I use the marketreplay I am connected to marketreplayconnection. when I use strategyanalizer I am not connected to any datafeed.

I noticed that I have on prices and strategyanalyzer marketreplay are not the same for the same day. 08/02/2010 day such marketreplay price is $ 1020 minisp500 and the market price at the strategyanalyzer is $ 1070.

On the other hand, from the viewpoint of times I live in Spain (UTC+1) and I see that the candles on Monday marketreplay begin to draw from 6.00 am and I think this affects the calculation of my indicators and affects the open positions. How I can fix this?.

[arerojro]

Thanks, with which connection / broker / datafeed are you working then and on which chart types? Especially on the more exotic chart types like Renko bars Market Replay will be much more accurate.

Excuse me, i use candlestick bars.

[NinjaTrader_RyanM1]

Hello arerojro,

Who is your data provider that's supplying data for the strategy analyzer?

What is the source of market replay data? (Downloaded from NT servers or recorded from your own real time stream)

There are mechanical differences running a strategy live (like with market replay) and strategy analyzer, for the reasons Bertrand mentioned.

With a live strategy you can have working orders that respond to every tick and can be filled intrabar, even when CalculateOnBarClose = true. With strategy analyzer the most often orders can respond to changes in price is once per bar.

As you mention different starting points and sequences could also be a factor. We just don't expect that strategy analyzer and a real time strategy produce the same results.