Different results between backtesting and demo trades

[U0000999]

Hello, guys, could you tell me, I trade on a 30 min bars. I've backtested my strategy and tried it on a demo simulation. The results are very different, I use very big stop losses and targets 400$ and 500$. What could be the reason? I think slippage in this case is not sufficient...

[NinjaTrader_ChrisL]

Hello U0000999, thanks for your post.

In the strategy analyzer, you can enable a high-resolution order fill. That can give better order fill estimations on historical data. Can you run a backtest with this set to "High" "1 minute" or "1 tick"?

I look forward to assisting.

[U0000999]

So, the question is: Should I include slippage if I use trailing and target 400$ and 500$? And what is real slippage in a 30 min bars on a mini Nasdaq?

[NinjaTrader_ChrisL]

Hello U0000999, thanks for your reply.

If you want to include slippage it's your choice. The slippage value is a measure of ticks that each execution will deviate from. I couldn't say what average amount of slippage you will see on a given market, It would be a better question for one who has traded the commodity in the past.

Kind regards.