Backtesting vs. sim results

[frogy]

I just had a strategy coded. I ran it on sim today and then ran the backtester on the same two markets, with the parameters set the same.
I am very surprised that although the number of executions is the same, the time of the executions varies by as much as four minutes. (and I am using a very short range bar)
And some of the executions vary by as much as 10 pips (trading forex)

I understand slippage, but I am having a hard time understanding the difference in the time of the sim versus backtested executions.

Just wondering what was happening here.

[frogy]

Looks like it isn't intrabar backtesting.
Right?
That is the main reason for the discrepencies?

[NinjaTrader_RyanM1]

Hello Frogy,

Thank you for your post.

It's true that backtesting is not intrabar. The only values the backtest has to work with are Open, High, Low, Close.

The following page can help explain why you're getting different results in a backtest versus real time:

http://www.ninjatrader-support.com/HelpGuideV6/DiscrepanciesReal-TimeVsBacktest.html