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Different swing indicator values in Backtest VS Strategy historical data performance

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    Different swing indicator values in Backtest VS Strategy historical data performance

    I have a multi timeframe strategy using swing indicator that I backtested, and performance results are different in the backtest window than within the strategy performance using historical data when I launched it.
    The starting date of the backtest and the bars loaded in the chart where the strategy is loaded are the same.
    I printed values of swing indicator, and they're different.
    I reloaded all historical data, and still same problem.
    I am getting 2610 printing Swing1.SwingHigh[0] in the backtest window, and 2610.75 in the historical data strategy performance (launching the strategy). f
    Instrument is ES-03-19 and Swing indicator BarsArray is 7 which is 7 minute. My entry conditions are on Bar in progress == 10 which is Range 1.
    I am running the backtest and the strategy on 1 minute chart.

    My understanding is: backtest and historical data performance should be the same when Data series, and bars loaded in backtest, and Chart Data series where the strategy is launched from are the same.

    Am I missing something ?

    #2
    Please note that this has been reoccurring. Here's my original post: https://ninjatrader.com/support/foru...alyser-results

    Just FYI, I tested this on Sample MA Crossover, and this problem didn't occur.
    And I am not using Playback.

    I think it only occurs with Multi Time-frame strategies.
    I attached a sample of my strategy where this discrepancy happens.
    If you start Test5 strategy from strategy analyzer on 1 minute chart, from 1/12/19 to today, and compare results on historical data performance for same strategy when enabled on 1 minute chart (bars loaded would be from 1/12/19 to today), Performance results will be different.

    Digging further with printing indicator values will show these discrepancies.
    Attached Files

    Comment


      #3
      Please disregard this thread.
      I tested Test5 on a different computer and this problem did not occur.
      I did a DB reset on the computer where this problem was occurring, and it fixed the problem.

      Thanks!

      Comment


        #4
        Hello YakusaTrader,

        I am glad you were able to resolve the behavior.
        Chelsea B.NinjaTrader Customer Service

        Comment

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