Difference in High Order Fill Resolution Vs. Submitting to a 1 tick series.

[HaveGunsWillTravel]

I have been working with this, and am seeing some different data for an unknown reason. So I have a strat that I test using high order fill resolution on 1 tick. It comes out with (i.e) 15k profit.I want to incorporate other data, and know I cannot use high resolution with multiple series. So to see how this works before I complicate things, I did an experiment.

I add a data series of 1 tick to execute orders on, unlock the code, and adjust my orders/exits to execute on the 1 tick series by adding the index in the order objects. So I run the back test on standard resolution (since I should be executing on the 1 tick time frame now) but the output is different, ~7k profit. I did not change anything else. I am under the assumption that I should be getting the same results since when using high order fill resolution I was using 1 tick, and am now doing the same manually? Am I missing something?

[NinjaTrader_ChrisL]

Hello, thanks for posting.

We have an example strategy that implements the 1 tick order series here:

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

This strategy will be worth testing out to see if you get a difference there.

The difference in trades will need to be looked at in more detail. Switch the view at the top left to "Trades" to see where each run deviates (average entry price, from and to times of first/last trades). There might also be a difference in data. It's possible one backest loaded more tick data where the other is not loading the same amount of data.

Best regards,
-ChrisL