Patsystems Issues

[toptrader]

I've written a strategy to run using Patsystems for data and execution. When I run the strategy in sim, everything is fine. However, when I run the strategy live, the results are way off. Since the strategy is working in sim but not live, it can be very costly for me to add TraceOrders and debug on live trades. Is there any other way I can isolate the problem?

[NinjaTrader_JoshP]

You would have to use TraceOrders live if you feel something is going wrong with your logic live. Unfortunately there is no other way. You can just run the strategy against Sim101 account while live.

[toptrader]

I've been running live vs. sim on different machines. Sometimes I get the same trades, but overall the results are dramatically different. I'll give TraceOrders a try. Let me know if you have any other ideas.

[NinjaTrader_JoshP]

Please clarify what you mean by sim. Are you simming while live or are you backtesting. Backtesting for sure will produce different results than live as outlined here: http://www.ninjatrader-support.com/H...TimeVsBacktest

Even if you are simulating live trading through the Sim101 account in real-time, there will still be discrepancies against actual trades though due to market dynamics, fill issues, etc that just can't be 100% accurately simulated.

[toptrader]

I am runnnig the sim on live market data. It is not backtesting.

[NinjaTrader_JoshP]

It is a fact of the matter that there will be discrepancies and different slippages etc. You will find your signals trigger the same. Fills are always up to whatever the current market dynamics of the moment happen to be.