Historic Fill Processing in Strategy testing

[NinjaTrader_PaulH]

Hello mtamaku,

Thanks for your reply.

Yes, that would be a reasonable correlation with the understanding you have specified.

[mtamaku]

Paul, how big is the difference between SIM account fills and if I change the account to my live account ? Would it fill same way or how close in both cases ?

I see no difference how chart moves excepts my emotions....lol

With the Standard fill option, I see that I get a big gain in last 3 months of historic results, so does it mean my strategy is working to some point to produce greens ...Is that a correct assumption ?

[NinjaTrader_PaulH]

Hello mtamaku,

Thanks for your reply.

We would not be able to quantify the market dynamics at any given moment, that said I think you will find the fills to be very similar, in general.

"With the Standard fill option, I see that I get a big gain in last 3 months of historic results, so does it mean my strategy is working to some point to produce greens ...Is that a correct assumption ?" You would want to skeptically review results by examining them individually according to your trade logic and by testing alternative means such as Playback with market replay data over the same period (or a sample of the same period). Unusual results can also be skewed by bar type as previously advised. Looking at just the summary results without understanding how each trade performed can hide unusual trades that you really wouldn't want made (even though they may have worked in your favor, eventually).