Discrepancy between Strategy Analyzer and Replay

[johnjax]

Good Morning,

There are major discrepancies between backtesting and replay results with an automated strategy that I am working on. The replay most closely matches the live market.

I can reload the replay strategy after running it for the session and the refreshed chart shows the same results as in the back test.

Any suggestions on how to get the strategy analyzer to more closely match replay and the live market would be greatly appreciated.

Thank You.

[NinjaTrader_CalH]

Hello Johnjax,

Thank you for your post.

This is expected to happen when comparing Real-Time results to Historical data -
http://www.ninjatrader.com/support/h...ime_vs_bac.htm

You would need to add intrabar granularity to your script to have it run on each tick in backtest to have a better comparison to your live results -
http://www.ninjatrader.com/support/f...ead.php?t=6652

[johnjax]

Cal,

Thank you for the info. This helps quite a bit however it is CPU intensive.