backtest results differs from live testing

[CactusMo]

Why does my back testing results differs from forward live testing? Back testing shows today's trades are all profitable. However, I had trades during the day that were a loss. This happens every week when using my automated strategy trading.

[sledge]

Why does my back testing results differs from forward live testing? Back testing shows today's trades are all profitable. However, I had trades during the day that were a loss. This happens every week when using my automated strategy trading.

The age old question.

Market Replay will mimic live very closely and should be used in final determination before going live.

http://ww.ninjatrader.com/support/forum/showthread.php?t=4731

https://ninjatrader.com/support/helpGuides/nt7/?discrepancies_real_time_vs_bac.htm

[borland]

With intra-bar granularity, results will typically vary. I suggest you consider adjusting your strategy to buy the open based on the previous closing bar.

You can do this without setting "CalculateOnBarClose = true", by using the [1] offset on all indicators.

Some strategy features might not lend well to this, such a as programmatic stop loss, but if you limit features with intra-bar triggered signals, the forward testing results will better match backtesting.