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Back Testing vs Live Sim

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    Back Testing vs Live Sim

    I seem to be getting significantly different results when running a back test vs a live simulation test...

    for example today, running in a live sim, my strategy is down $300.... but if I backtest the exact same time period for today, I should be up $1087.5....

    any ideas on why the significant discrepancy?

    also, fwiw... i'm doing market orders in both instances

    #2
    BigDog008,

    Backtesting and real-time trading is never the same. Please see this article: http://www.ninjatrader-support.com/H...sBacktest.html
    Josh P.NinjaTrader Customer Service

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