Strategy analyzer and Chart Strategy showing different results.

[rocketstock]

Please see results in attached files. I am getting different results between startegy analyzer and startegy added to chart (market replay playback connection).

running automated trading.
Strategy analyzer is running on data from NT continuum
Market Replay chart is from kinetick daily EOD . Using playback connection
Both run on same time period. Same strategy, same 3 min. Same 1 contract size.
Both running without slippage and commissions.

1. Why is there a difference in results between two strategy performances?
2. Which one is more accurate?
3. I assume market replay is more accurate? Whats the deviation one sees between market replay and real time?

[270027]

trading hours are the same ?

[rocketstock]

everything is same. its the same startegy i import into playback.

[270027]

trading hours do not settle in the same place

[NinjaTrader_ChelseaB]

Hello rocketstock,

Below is a link to a forum post that details what causes differences and how to add prints (or write to file) to understand what is different.

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

[rocketstock]

Awesome. I'll have to digest and try the things you mentioned and get back.

[rocketstock]

Would you say market replay is by far the closest to real time? Much better than backtesting?

[NinjaTrader_ChelseaB]

Hello rocketstock,

Yes, Playback with Market Replay data would be more realistic to real-time than historical tick data (which would be about the same as 1-tick intra-bar granularity with TickReplay).