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Why are the number of trades different on the same day in back test?
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Why are the number of trades different on the same day in back test?
I took two screenshots of the results. I expect the same days to have the same number of trades, but when I increased the market replay data I noticed that the number of trades changed too. I ran my strategy with live data and noticed that it doesn't trade as much as the what the back test showed.2 PhotosTags: None
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Hi Tony, thanks for posting.
First, switch to the Trades view at the top left of the Strategy Analyzer window and compare the start and end trade timestamps and the number of trades in each set of backtest results. You can also switch to a chart view in the same top left menu to view a chart with the trades applied, this way you can make sure each strategy is seeing the same amount of data. We have a comprehensive guide from our colleague Chelsea that goes through comparing real time strategy results to backtest strategy results:
Citizens of the NinjaTrader Community, A common question we hear from clients is 'why are results from backtest different from real-time or from market replay?'. Live orders are filled on an exchange with a trading partner on an agreed upon price based on market dynamics. Backtest orders are not using these market dynamics.
If this does not resolve, I will need you to post or send a reduced test script so I can have a look. If you would like to email me, send an email to scriptingsupport at ninjatrader.com.
Kind regards,
-ChrisLChris L.NinjaTrader Customer Service
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