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    Enable Strategy

    If my Strategy is enabled through the Strategies Tab in the Control Center, gives vastly different results then if just enabled on the chart.. Any ideas?
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    #2
    gg80108,

    When enabled, strategies will backtest on your chart on historical bars, then from the most current bar forward will trade real time.

    Are you comparing your chart backtesting results to the strategy analyzer, or are you comparing real-time results to the strategy analyzer results?

    There are known discrepancies between backtesting and real time trading : http://www.ninjatrader.com/support/h...ime_vs_bac.htm

    There are a few options to help your strategy behave the same in backtesting vs. real time. Part of it is to include intrabar granularity in the backtest.

    You can submit orders to different Bars objects. This allows you the flexibility of submitting orders to different timeframes. Like in live trading, taking entry conditions from a 5min chart means executing your order as soon as possible instead of waiting until the next 5min bar starts building. You can achieve this by


    Another part of it would be to select a fill type that better matches your live trading results.
    Adam P.NinjaTrader Customer Service

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      #3
      Missed the point,,,the different results are coming from If the strategy is "ENABLED" from the right click on chart/strategies/enable , chart option or is "ENABLED " through the tab by just going to Control Center Strategies Tab then clicking the far right box. Just looking at the Performance Historical on both apples to apples.

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        #4
        GG80108,

        Are you comparing a strategy added to the strategies tab by itself to one added to a chart or are you attaching a strategy to a chart and noticing a difference when you enable it the two different ways?

        Does this occur in real time or only historical results? In other words are you comparing two strategies running from the point you enabled them real time, or also looking at the historical results?

        A strategy attached to a chart would backtest from the beginning of the chart, minus however many bars its set to, and display historical performance as well however a strategy only attached to the strategy tab would backtest on the minimum number of bars its set to rather than a whole chart you have set up and not include all the extra historical trades.

        You can compare only real time performance as an option when you generate these performance results.
        Adam P.NinjaTrader Customer Service

        Comment


          #5
          Now i see some confusion,, If I attach a Strategy to a chart, it shows up in the Strategy Tab but if I then disable and enable from the Tab this "chart" strategy , may use different parms on restart then when it was added to the chart.
          OR if I add a Strategy through the Tab (without a chart displayed) the parms will not change on enables and reenables..
          Clear as mud!

          Comment


            #6
            gg80108,

            If you have some replication steps I would be happy to take a closer look.

            The strategy parameters shouldn't change if you are referring to the user defined inputs.
            Adam P.NinjaTrader Customer Service

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