Different result in ChartTrader and Strategy Analyzer

[SuneSorgenfrei]

Hi
I have created a test strategy just to play a little around. But what I found was that I get different results on the same startegy with the same parameters depending on if i look at Strategy Performance or Strategy Analyzer. How can this be and which one is correct ?

Regards,
Sune

[NinjaTrader_PaulH]

Hello SuneSorgenfrei,

Thanks for your post.

The strategy analyzer would be performed on historical data and would only be performed as if Calculate.OnBarClose was set.

Can you clarify how the trade performance information was generated? (Live data? Playback/market replay?) What Calculate setting was applied? Was the trade performance from trades that were run on 60 minute bars?

[SuneSorgenfrei]

Hi again
Here you have the parameter setup for the startegy on the chart:

[NinjaTrader_PaulH]

Hello SuneSorgenfrei,

Thanks for your reply.

I've run a similar comparison between the Strategy Analyzer and a chart with the performance report. In both cases, I ran the strategy that comes with your platform, SampleMACrossover. I tested on both the ES and NQ and in both cases I show identical results. Below are the results for NQ.

Please run the SampleMACrossover and advise if you achieve identical results between the strategy analyzer and the chart.

[SuneSorgenfrei]

Hi Paul
I must be doing something wrong as i get very different results depending on which method i use to backtest.

Regards,
Sune

[NinjaTrader_PaulH]

Hello SuneSorgenfrei,

Thanks for your post.

We appreciate you running the comparison test against a known strategy.

Please write into PlatformSupport[at]NinjaTrader[dot]Com. Mark the e-mail Atten: Paul and include a link to this thread for reference.

In the e-mail you create, please attach your log and trace folder so we can check for any anomalies that may be a contributor.

• Open your NinjaTrader folder under My Documents.
• Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
• Send the 2 compressed folders as attachments to your email.
• Once complete, you can delete these compressed folders.

The files contain your sensitive information and are why we don't have you post them in public