AMTD market replay recordings very different from historical chart

[zgdesign]

I've been recording stock data for different instruments the last few months for backtesting.
After optimizing and backtesting my strategies, I ran them on the recorded market replay data, and noticed that my indicators and results are quite different from the historical charts, which makes the backtesting/optimizing pretty useless.
I decided to open one of the charts side by side, and see a significant difference between the recorded AMTD market replay data and the historical chart.
This can clearly be seen on this 5min chart. I expect some difference, but not this major.
Can someone shed a light on why this is happening? My internet clock is synced to time.nist.gov as was suggested in another post.
Attached is a screenshot of both charts side by side.

[NinjaTrader_LuisH]

Hello zgdesign ,

You can experience difference in data when comparing different data feeds. Please see the link below under 'Understanding the variables involved in building chart bars'.

• https://ninjatrader.com/support/help..._are_built.htm

Discrepancies Between Different Data Feeds
Different data feeds produce different charts, especially when using tick based intervals vs time based intervals. Market data vendors each employ various methods for tick filtering, throttling and time stamping. As a result, no data stream is 100% identical and thus can cause subtle differences in charts. Since NinjaTrader supports many of the leading brokerage and data feed technologies, it is highly likely that two traders using NinjaTrader on different data feeds will have minor differences when plotting the same market and time interval.