Strategy Analyzer

[yasirbashir1000]

Please help with two Strategy Analyzer guidance.

1. How many days of data do you use for Strategy Optimization?

(a) 3 days
(b) 7 days
(c) 15 days
(d) 30 days
(e) 6 months
(f) 1 year

2. Which performance field do you use when Backtesting Strategy?

(a) Total Net Profit
(b) Profit Factor
(c) Sharpe Ratio
(d) Probability

[NinjaTrader_BrandonH]

Hello yasirbashir1000,

Thanks for your post.

We cannot say for sure how many days of data you should use for an Optimization in the Strategy Analyzer. This would entirely depend on the strategy you are wanting to optimize and your use case. We also cannot say which performance field to use when Backtesting a strategy as this would also be dependent on your use case and strategy.

That said, please review the help guide document on the differences on real-time vs backtest (historical).
http://ninjatrader.com/support/helpG...ime_vs_bac.htm

Also, note that a certain level of discrepancy between realtime and backtest results would be expected, especially on more exotic bar types like Point & Figure and Renko.

See the help guide documentation below for more information.
Backtesting: https://ninjatrader.com/support/help...a_strategy.htm
Optimizating:https://ninjatrader.com/support/help...a_strategy.htm

Let us know if we may assist further.