Market Replay vs Back Test results

[Malletto]

Ok. But is the normal minute timeframe the most accurate out of all charts

[NinjaTrader_BrandonH]

Hello Malletto,

Thanks for your notes.

When testing the strategy on minute bars there could still be discrepancies when comparing backtest results to realtime results unless you add intrabar granularity to your strategy.

Add intrabar granularity to your strategy if you want the backtest results to be more accurate.

See more about intra-bar granularity here.
https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/94098-isfirsttickofbar-vs-onbarclose-for-backtest-live?p=773377#post773377

If you cannot program the script to include intrabar granularity yourself, you could contact a professional NinjaScript consultant who would be happy to assist you.

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[Ymcapital]

Hey Brandon, I wanted to follow up on here to see what the outcome was with Malletto. I spent several weeks doing a deep dive into this and it appears there's a GROSS mismatch of timestamps with NinjaTrader's Kagi chart. Based on all my data, it's not the strategies fault. No matter how much intra-bar granularity you have, it will not improve the results. I have a script that has tick series built in and what it shows is that the time stamping of Kagi bars on NinjaTrader's end is what makes the results impossible to replicate in a live environment.

Is that the same conclusion that was reached with Malletto? If so, is there anything being done on the backend side to improve the mismatch in timestamps? Thanks for your help.

[NinjaTrader_BrandonH]

Hello Ymcapital,

Thanks for your notes.

The timestamps of Kagi bars in the Strategy Analyzer Chart display do not match the timestamps on a regular chart window.

This has been reported to the development team and they will be investigating this matter further. Once the development team is finished investigating this matter, I will update this forum thread with their findings.

[Malletto]

It’s been months brandon?

[NinjaTrader_BrandonH]

Hello Malletto,

Thanks for your notes.

We do not have an update regarding the behavior reported to the development team at this time.

Further, we do not have an ETA regarding when they will be done investigating this matter.

Once the development team has finished looking into this behavior I will update this forum thread with their findings.

[Ymcapital]

Hello Ymcapital,

Thanks for your notes.

The timestamps of Kagi bars in the Strategy Analyzer Chart display do not match the timestamps on a regular chart window.

This has been reported to the development team and they will be investigating this matter further. Once the development team is finished investigating this matter, I will update this forum thread with their findings.

That's good to know. I spent a disgusting amount of time really trying to dig through this. I thought it would be a quick project looking at this and finding what you were saying to be validated and the more I dug, the more I found the timestamps not matching up and the discrepancies piling up. I'd appreciate knowing when this is resolved. Thanks.