Strategy backtest

[ntmehdi]

If the results of backtest in market replay Globex has a different results in some periods of time in compare with back test with Rithmic data in strategy analyser which one is more reliable?

[NinjaTrader_Jason]

Hello ntmehdi,

Please see the link below that explains why you should expect differences when you compare realtime and backtest results.

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?discrepancies_real-time_vs_bac.htm

[ntmehdi]

The link doesn't work please check it again

[NinjaTrader_Jason]

Please see the link below.
https://ninjatrader.com/support/helpGuides/nt8/

Click Operations-->Strategy Analyzer-->Discrepancies: Real-Time vs Backtest on the left.

[ntmehdi]

"Hi everyone,

I'm backtesting a strategy on the NQ in NinjaTrader and have disabled the 'Fill Limit on Touch' option. I'm aiming to set a slippage amount that closely reflects real market conditions. Based on your experience, what slippage amount would you recommend to use for more realistic backtesting results?

Appreciate your insights!

Thanks."