Custom Automatic Strategy not syncing with Playback/Demo Account

[daywalker1970]

Hello Team, I coming across a situation where my custom automatic strategy against an index shows positive P/L in "Strategy Performance". However, when I playback the Historical Data period from the same strategy it seems like the buy and sell execution is way off causing my P/L to disappear.

Any help is kindly appreciated.

Thank You
Lawaris

[NinjaTrader_ChelseaB]

Hello Lawaris,

Welcome to the NinjaTrader forums!

Below I am providing a link to a forum post that details differences between real-time, backtest, and playback, and how to write information to file to understand specifically what is causing differences.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/100192-comparing-real-time-historical-and-replay-performance#post100192

Key points are the Calculate setting, 1-tick intra-bar granularity, and TickReplay.