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Different behaviour of the same strategy

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    Different behaviour of the same strategy

    Hi everybodies

    I want to know why a compiled strategy, runs at different frame time on different pc, even if the data provider is the same (CQG):
    This because me and my friend have installed the same strategy in two different pc, with the same provider, but the strategy entries are executed on two different timeframes: for example, on GC 02-13I have an order executed at 9.25,46 - on my collegue pc the order has been executed 1 minute before.

    Emanuele67

    #2
    Emanuele67, the data you both be using would be natively timestamped, however the executions you see are timestamped by NT in regards to your local PC clock. So I would suggest syncing this clock to be sure it runs as accurately as possible, then recheck.
    BertrandNinjaTrader Customer Service

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      #3
      Dear NinjaTrader_Bertrand
      Thank you very much for your fast reply.
      What you've written is right, but listen: it could be a problem of time, if my pc entry on the same price 1 minute after my collegue pc, but the problem is that the strategy entry is set on different price, in presence of the same conditions!
      What could be the reason that my strategy entry is set at (for example) 1716,30 on GC 02-13, while my collegue's entry is set at 1716,20? The conditions to respect are the same! If it would be a time problem, we will entry at the same price in two different moment (1 minute after)
      I look forward to a reply

      Emanuele67

      Comment


        #4
        Emanuele67, so I take the backtests in both systems are comparable, but the realtime execution in some cases is different? This could be happening for several reasons - you would be both using different internet connections, and as such different latencies could be seen. Also the realtime execution (whether on the simulator or a live account) would be done according to market dynamics, so depending on order types used a different fill price could manifest.
        BertrandNinjaTrader Customer Service

        Comment

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