Is there anyway using Ninja Trader of running a back test that bears any semblance to an accurate report?
We all know the extensive list of reasons why the Strategy Analyzer is inaccurate. OHLC data is such that an accurate fill price cannot be provided.
The we are told to use Order Fill Resolution of High specifying Tick and that will be close to accurate. as now tick data is used to calculate fill prices.
I have posted examples where the results are such that strategy that looses $20K in the back test and makes $10k in Playback.
Then the "closest" possible way of testing is to run playback mode. Although only one day and one symbol at a time can be downloaded suppose someone actually downloads 90 days of data for 20 symbols or 1800 individual downloads just to get 3 months of data.
At least then the results will be accurate, or near accurate?
Not even then!
Here is a Playback results that individually made about $20K and the Account page show loosing $5,000!
I absolutely given up and came to the conclusion that it's impossible in NT8 to get an accurate back test anyway at all.
It's beyond my comprehension that that most basic, simplest too that every other platforms has and can be done in excel in about 30 minutes with the trades data is either incapable or refuses to provide an accurate back tester.
People are paying a lot of money, ALOT of money for commissions and the product one would think the least the product would provide is an accurate back tester.
I and others earn their living, and support themselves and families trading and without an accurate back tester NT makes is almost impossible to gauge the profitability.
I think they should drop everything else anyone is doing, all hands on deck and fix the fragging strategy analyzers and playback recorder.
Thank you.
glen
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