Backtest makes no sense

Speculation101

Junior Member

Join Date: Mar 2022

Posts: 18
#1

Backtest makes no sense

09-15-2022, 01:39 PM

Testing a strategy with copper and its to good to be true and the chart in the strategy analyzer has to many entries.
When i run this same thing on playback its not even near the same, only a few trades.
Can someone help please, not sure what Im doing wrong.
Thanks
Attached Files
Tags: None
NinjaTrader_ChelseaB

NinjaTrader Customer Service

Join Date: Dec 2012

Posts: 25026
#2

09-15-2022, 01:57 PM

Hello Speculation101,

The typical cause of differences between backtest and real-time or playback is a lack of 1-tick intra-bar granularity, and if Calculate is .OnPriceChange or .OnEachTick, a lack of TickReplay.

Below is a link to a forum post that discusses and demonstrates how to write information to file to find out what is causing differences.

Comparing real-time, historical, and replay performance - NinjaTrader Support Forum

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/100192-comparing-real-time-historical-and-replay-performance#post100192

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.
Comment

Topics	Statistics	Last Post
Lost wallet password was recover from dunamis cyber solutio by abelsheila Started by abelsheila, 05-14-2025, 07:38 PM	2 responses 37 views 0 likes	Last Post by hglover945 05-16-2025, 03:48 PM
Market Replay trades outside of price range by nailz420 Started by nailz420, 05-14-2025, 09:14 AM	1 response 77 views 0 likes	Last Post by NinjaTrader_ChristopherJ 05-14-2025, 10:09 AM
Sticky: New Forums! by NinjaTrader_Brett Started by NinjaTrader_Brett, 05-12-2025, 03:19 PM	0 responses 386 views 1 like	Last Post by NinjaTrader_Brett 05-12-2025, 03:19 PM
Battling CS0019 error by domjabs Started by domjabs, 05-12-2025, 01:55 PM	2 responses 71 views 0 likes	Last Post by domjabs 05-12-2025, 02:50 PM
Order Flow + (Market Depth Map) Alerts??? by Morning Cup Of Trades Started by Morning Cup Of Trades, 05-12-2025, 11:50 AM	1 response 94 views 0 likes	Last Post by NinjaTrader_ChristopherJ 05-12-2025, 02:39 PM

Announcement