Chart Data vs. Strategy Analyzer Data

bigsurftrader

Member

Join Date: Jan 2017

Posts: 98
#1

Chart Data vs. Strategy Analyzer Data

09-27-2017, 09:01 AM

Hi NT -

I've noticed that sometimes the real-time Chart Data could be different than Strategy Analyzer Data. I'm using Kinetick as my data feed.

Are there differences in how the data is loaded?

BigSurf
Tags: chart data, strategy analyzer
NinjaTrader_Jim

NinjaTrader Customer Service

Join Date: Nov 2016

Posts: 6681
#2

09-27-2017, 09:11 AM

Hello bigsurftrader,

Thanks for your inquiry.

The Strategy Analyzer uses Historical data which is fundamentally different from Real-time data.

We have documentation on the discrepancies between these types of data and NinjaTrader_Chelsea has put together a series of videos together that goes into detail.

Discrepancies Realtime vs. Backtest - https://ninjatrader.com/support/help...ime_vs_bac.htm

Comparing real-time, historical, and replay performance -

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

https://ninjatrader.com/support/forum/showthread.php?t=102504

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.

If you have any additional questions, please don't hesitate to write back.

JimNinjaTrader Customer Service
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Chart Data vs. Strategy Analyzer Data

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