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
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NinjaTrader_ChelseaB

NinjaTrader Customer Service

Join Date: Dec 2012

Posts: 25035
#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.

Chelsea B.NinjaTrader Customer Service
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