UniRenko another results

[YevhenShynkarenko]

Hello all!

Have some troubles when backtesting my strategy.
I'm using Uni Renko bars as data series, and I found some diffirent results when backtesting on Market Analyzer and on Market Replay.

I have the same parameters on both instruments (Analyzer and Replay), but I have very strange results.

Can you help me with this problem?

Here is the screenshot:
Left window is Analyzer and the right - Replay. As you can see we have two very different charts, but on the same UniRenko Parameters.

http://prntscr.com/79q2l3

[NinjaTrader_MichaelM]

Hello YevhenShynkarenko,

Thank you for your inquiry. Backtesting with historical data will always calculate on bar close. Market Replay on the other hand will calculate intrabar because it has intrabar data available to it. Historical data only has OHLC data.

You can find more information on the differences between backtesting on historical data and realtime data in our help guide here: http://www.ninjatrader.com/support/h...ime_vs_bac.htm

Please let us know if we may be of further assistance.

[YevhenShynkarenko]

Hello YevhenShynkarenko,

Thank you for your inquiry. Backtesting with historical data will always calculate on bar close. Market Replay on the other hand will calculate intrabar because it has intrabar data available to it. Historical data only has OHLC data.

You can find more information on the differences between backtesting on historical data and realtime data in our help guide here: http://www.ninjatrader.com/support/h...ime_vs_bac.htm

Please let us know if we may be of further assistance.

I'm using Calculate On Bar Close = true in my backtest on Market Replay too, and there are again another results.

But my question is not about enters. It's about UniRenko chart - it's diffirent!

[NinjaTrader_MichaelM]

Hello YevhenShynkarenko,

Thank you for your patience. The difference in your renko bars is likely due to different tick data, a different start time, or a combination of both.

Are your historical data provider and your realtime data provider for this data the same? If you are using multiple data providers, please see our help guide for additional information on how ordering data feeds can affect your data: http://www.ninjatrader.com/support/h...onnections.htm

If you are downloading market replay data instead of using data you recorded yourself, that data is coming from Kinetick and potentially not from your primary data feed provider.

Additionally, you may be using a session template on one chart and not on another. Session templates can be individually applied to a chart, a strategy analyzer, a strategy, or a market analyzer. For more information on session templates, please see our help guide here: http://www.ninjatrader.com/support/h...on_manager.htm

If neither of these are the case, please let us know so we may assist further.