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Question regarding stored data

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    Question regarding stored data

    Hi, I have a question about how the backtest portion of the analyzer works. I have noticed that if I have Ninja Trader connected to a live feed for several days, and I run a backtest, I will get a certain set of results. If I then exit Ninja Trader and reopen it and connect to a live feed again and run the backtest over the same time period as before with the same parameters, I will get a very different set of results.

    I am curious to find out if there is a logical explination to this difference in results, and if there is any way to correct the problem.

    #2
    Then you settings/data are/is different. Please try this:
    - start NT
    - connect to your data vendor
    - Tools->Historical data->Reload: (re)load any period you wanted to backtest
    - disconnect from your vendor
    - open strategy analyzer and run a backtest
    - save results (screenshot...)
    - restart NT
    - don't (!) connect
    - open strategy analyzer and re-run backtest with exact (!) same settings

    -> results will be the same

    Comment


      #3
      Alright, the results were the same as you thought they would be, but it is still a different set of results than what I had after leaving Ninja Trader open for 2 days, and backtesting on those days. Is this an expected behavior?

      Comment


        #4
        Could be the case, since any data reload from your data vendor (e.g. for the current day right as you connect) could result in a different backtest result.

        Comment


          #5
          Alright. I will have to see if I can figure out a way to work around the problem. One thing that I forgot to mention though, is that my account performance tab is not even close to showing the correct trades for my account. It seems to just make up trades, quantities, and profit and losses. I have tried resetting the database, but that doesn't solve the problem. Would this and the different backtest results be related at all?

          Comment


            #6
            Likely not

            Comment


              #7
              Alright. Thank you for your help.

              Comment

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