relay not the same as live

[ATI user]

why does replay not get the same results as live?

I run my cs live on Zenfire feed on 60 sec YM chart...while recording the data

when I replay the data with exact same cs, I get different results.

Why is the data not stored exactly the same as live?

[NinjaTrader_Bertrand]

Hi ATI user, the recorded data should be the same, but live vs. simulated trading are different environments as far as fills, delays and price level queues are concerned.

[ATI user]

there cs should get the same results IF the data is the same

I am trading sim both live and replay...so why different results?

[NinjaTrader_Bertrand]

Do you trade the cs with a higher replay speed? If yes this means the simulator will potentially give you different fills...

[ATI user]

I replay at x500 ...will test at x1

I am sure it is not a question of fills. It is a question of the bar data being different...i.e. start time of bars.

[ATI user]

as mentioned....exact same results/fills at x1 and x500....

the issue is not fills

the issue is how NT stores live data and then replays the data.

trading live my cs made $2200

in replay with the same exact settings, it lost $150....

you can see my concern....my cs took different trades because the data changed in replay.

it strikes me that if I just watched one results live...disconnect Zenfire and connect to replay, I should get the exact same result

[NinjaTrader_JoshP]

ATI user,

Please check your Tools->Options->Simulator delay settings. These need to be set to 0 for you to get a similar behavior between replay and simulated live.