differing results on playback relative auto trading strategy

[hdge4u]

i have an auto trading strategy (ATS) that runs from 0830 to 2:45pm.
when i run the ATS numerously on playback on the same day or time data with no change in ATS specifications, i would expect the same trading results.
the ATS is enabled and the playback is started before the 0830 open.
however, the results on all metrics come back different. From different total profit, to different trade entry and exits. please advise.

[NinjaTrader_Kate]

Hello hdge4u,

Thank you for your post.

Is the strategy programmed to only take trades between 8:30 am and 2:45 pm, or is that simply the times you generally run it from?

Are you talking about running the trade on live data for a day and then running it in playback that you're seeing differences, or could you clarify exactly what you're doing that you're not able to replicate when starting the strategy prior to 8:30 in Playback?

Thanks in advance; I look forward to assisting you further.

[hdge4u]

its programed to run at those times.
no its only play back against same play back.
although i would assume historical play back and real time data would give the same result. if not, why?

[NinjaTrader_Kate]

Hello hdge4u,

Thank you for your reply.

When you are comparing the performance, are you looking at just real time performance or at both real time and historical performance? If you are only looking at real time performance and the strategy is only entering between specific times, you should see them the same regardless of if playback is started at the exact time it's specified to start at or prior to that time. However, since changing the slider changes the historical data that is loaded, if you're comparing both real time and historical for one run to the real time and historical data for the other we'd expect to see differences since different data would be loaded on the chart.

You can test this with this example strategy I've created (note that I'm in Mountain Time, so the StartTime, StopTime and ExitTime user inputs would need to be changed to your time zone when testing).

If you run this over the same days in playback, and just look at the real time performance between starting prior to the StartTime and starting right at the specified StartTime, they should match.

Thanks in advance; I look forward to assisting you further.

[hdge4u]

will do. thanks for including a test strategy to run and for the explanation.