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checking the effectiveness of the strategy

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    checking the effectiveness of the strategy

    I analyse the longer period graphs in NinjaTradera.
    I have data downloaded from my broker MBtrading(1 year), Dukascopy (5 years) and data downloaded with the option "download replay data"(1 years)- enabling analyses in "market replay connection".
    I have a lot of good systems, however if the system works on the data from mbtrading it doesn't work on data from dukascopy. And even as this works chances that the strategy will give similar results in "market replay connection" they are very small.
    People tell me whether you are comparing only results from backtester from "market replay connection"?
    Perhaps you are starting every strategies in an account demo at the broker in which you are interested and do you wait weeks to see results?
    How best to check the effectiveness of the strategy?
    Please help

    #2
    tomsil,

    Welcome to the forum!

    There will be some discrepancies in backtesting vs. real time trading : http://www.ninjatrader.com/support/h...ime_vs_bac.htm

    You can partially remedy this by using the following reference sample :

    You can submit orders to different Bars objects. This allows you the flexibility of submitting orders to different timeframes. Like in live trading, taking entry conditions from a 5min chart means executing your order as soon as possible instead of waiting until the next 5min bar starts building. You can achieve this by
    Adam P.NinjaTrader Customer Service

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