RT vs. Historical Data

[scottreynolds]

I have always tested my strategy using a sim account and market replay since I need the strategy to be tested with tick data. I use the GetCurrentBid() and GetCurrentAsk() functions for entering long and short limit orders.

Now I am trying to use the Strategy Analyzer to save time, however, the results are wildly different from market replay. I had to enable Historical data to get my strategy to take trades in Strategy Analyzer. But if I'm not mistaken, Historical data works by bar and not by tick. Is that correct? If so, then market replay results won't be the same as those in Strategy Analyzer. Can someone shed some light on the issue?

Thank you

[NinjaTrader_Bertrand]

You are correct in understanding Scott, comparing those cases the results would be expected to be different, keep also in mind GetCurrentAsk and GetCurrentBid would return just the Close[0] value in backtesting, so this will contribute as well.

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