29886% Too good to be true??

[ruslan0424]

I am getting unrealistic backtesting results. It's a simple two-line EMA strategy with ATR trailing stop. Trading on 120 minute data series.

Could it be that I am having a "look ahead" bias here? It's trading 1 SI futures contract, by the way.

Thanks a lot!

[NinjaTrader_PatrickH]

Hello ruslan0424,

Thank you for your post and welcome to the NinjaTrader Support Forum!

Do you see unrealistic results when running a backtest of the SampleMaCrossOver on the SI as well?

Please take a screenshot of your Backtest settings and attach the screenshot to your response.

I look forward to assisting you further.

[ruslan0424]

Thanks, Patrick. I am not getting unrealistic results with SampleMACrossOver. Please see the attachment. Is look ahead bias possible when backtesting in NT? I am using Zen-Fire connection, by the way.

Regards,
Ruslan

[NinjaTrader_PatrickH]

Hello ruslan0424,

Thank you for your response.

Look Ahead Bias would not occur in Backtesting. Backtesting is done on Historical Data and there i nothing else that would lead to information that would not have been known at the time.

Do keep in mind that Backtesting on Historical Data means that the calculations are done on the close of the bars.

For a reference sample on using intra-bar granularity for Backtesting please visit the following link: http://www.ninjatrader.com/support/f...ead.php?t=6652

Please let me know if I may be of further assistance.