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Strategy Analyzer - Different Results Without Changing Parameters

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    Strategy Analyzer - Different Results Without Changing Parameters

    I've seen posts which attempt to explain why Strategy Analyzer could show different performance vs. market replay, but I could not find anything on the following. I backtested a strategy while not connected to any live or playback connection. I then connected to playback, re-ran the strategy without changing any parameters, and the results were quite different. I then disconnected from playback, connected to a live connection, and re-ran the backtest without changing any parameters. The results were identical to the results from the first set. Can anyone tell me why backtesting a strategy in strategy analyzer while connected to the playback connection would cause different results?

    #2
    Hi, thanks for posting.

    When comparing strategy results, same strategy + same data + same time frame = same results. You will need to check in further detail each trade made by each strategy run and see where the two are deviating from each other. You can look at each trade in the "Trade" view at the top left of the Strategy Analyzer.

    Best regards,
    -ChrisL
    Chris L.NinjaTrader Customer Service

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