Differences between Stratagy Analizer and Sim Account

[dcheg]

Hello. I've encountered with differences between backtesting results in Strategy Analizer and Sim trades. For example: yesterday (3/11/2013) I had a Sim trade by RBOB Gasoline Future. Here is the result of this this trade:

Entry time: 3/11/2013 4:48:05 AM
Entry price: 3,2585
Exit time: 3/11/2013 6:07:42 AM
Exit price: 3,2351

Here is the result from Strategy Analizer for same strategy with same parameters:

Entry time: 3/11/2013 4:49:00 AM
Entry price: 3,2573
Exit time: 3/11/2013 6:08:00 AM
Exit price: 3,23615

Slippage and comissions are equal 0 in both cases.

Why it happens? What I have to do to prevent it?

Thanks in advance.

[NinjaTrader_Jason]

Hello dcheg,

You should expect differences between a backtest and running a strategy on real-time data. Order fills are determined by OHLC values when you backtest. So orders cannot fill intrabar - you can see this as per the fill times. More information can be found at the link below.

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

If you set 'Calculate on bar close' to True upon running the strategy on real-time data, orders will fill at the end of the bar as well and not intrabar.