I am seeing significant differences between Live SIM and backtesting. At times, backtesting is adding 30 percent to my Live SIM daily profit and daily loss based on a single entry and exit on a given day. I am using 2 minute candles to help reduce this (am assuming that this would help). I am aware of slippage but this seems excessive. A couple of questions:
1.) Would going to 1 minute candles help with the gap?
2.) In general, is there something that stands out that I may be doing wrong?
2.) I am using IB as my data feed and I know they do not supply tick historical data. If I were to use a data feed that supports ticks, would the Ninjatrader backtesting use the tick data? If so, would this likely reduce this gap that I am seeing?
Appreciate the help.
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