Backtesting and realtime issues

[Lau24]

Hello everyone,
I would like to know why my backtesting and my realtime are completely different. You can see on the double image below.
( Some trades are stop in realtime and good in backtest and some others don't appear in realtime compared to backtesst)

Also, why are the orders placed wrong on the chart ?

And on the same market, same timeframe, why the same indicators are completely different too ?

Do you have suggestions to optimise ninjatrader and/or my script to make it work better?

Thanks

[NinjaTrader_ChelseaB]

Hello Lau24,

Small differences in fill time, slippage, as well as small differences in when ticks are received and which bar they are included with can cause differences in the fill prices which aggregate in the total performance.

The main cause of this is a lack of intra-bar granularity coded into the script.

Below is a link to a forum post that details.

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

Charts that do not have a strategy applied will show all orders made to an account, both manual and from scripts. A chart that has a strategy applied will only show the orders made by that instance of the strategy.