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Same strategy on 2 pc, different result

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    Same strategy on 2 pc, different result

    Hi!

    My partner and I are running the same strategy + same settings on the same connection but we got different result.

    This only happens when the price touched either the LIMIT ORDER or STOP but one of us didn't get fill. 10 times out of 10, my partner's pc will get the filled in this situation instead of me.

    Does it have to do with:
    1. PC specs
    2. Firewall / Connection issue
    3. Etc

    Thanks! >Jim

    #2
    Jim,

    You guys need to ensure you have absolutely 100% the same data. One way to ensure this would be for one of you guys to backup their database and to restore it onto the 2nd PC. Then after doing this procedure do NOT connect to your data provider since that may overwrite the data already stored.
    Josh P.NinjaTrader Customer Service

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      #3
      If your data is time stamped with your computer clock (which depends on your data provider / broker), any differences in computer time will create anomalies which you don't expect.

      Make sure both clocks are synced. You should also set something up so they sync with an atomic clock every hour, since, different computers have different clock skews (drifting clocks)
      mrlogik
      NinjaTrader Ecosystem Vendor - Purelogik Trading

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        #4
        If you are using sim, not live, then one is probably set to liberal fills, and one set to default fills.

        Mike

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          #5
          Thanks for all the reply guys.
          We are using the same data feed.

          The problem is NOT with the data, it has to do with
          the price TOUCHING our LIMIT ORDER and only one of us got filled.
          10/10, if I didn't get a fill, my partner's pc will.

          Sigh..

          >Jim

          Comment


            #6
            Just because you are using the same data feed does not mean you are actually receiving the same data. Many data providers have many data servers and depending on which one you are actually pulling from the data can vary slightly. On top of that, in real-time the simulator uses a very dynamic algorithm that for sure may or may not fill you depending on market conditions.

            See this article: http://www.ninjatrader-support.com/H...rOverview.html
            Josh P.NinjaTrader Customer Service

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