Uni renko backtesting fail

[fisagol]

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 Backtesting and the right - Market Replay. As you can see we have two very different charts, but on the same UniRenko Parameters.

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

This could be expected depending on how the strategy was created and is likely due to the differences in realtime vs backtesting.

In general there are some differences in the way Backtesting will fill orders and how RealTime will fill orders. This is documented on this page in the help guide: http://ninjatrader.com/support/helpG...htsub=backtest

One of the main items is the Price used for fills, in backtesting the Close price of the bar is used where in realtime you would have intrabar data which can be used.

I look forward to being of further assistance.