How accurate/close is sim test on live market

[Austiner87]

Hi NT8,

I have been testing a strategy on the live market but with a sim account. Can you comment on how accurate this is when compared to trading with real money/real contracts on the live market? For instance, if I ran a strategy on a sim account and the same strategy on a real-money account, at the end of the day, how close, generally, should I expect their end-of-day PnL to be?

Is it within, say, 90% 95% or 99% accuracy? OK if lower, just trying to assess the accuracy rate. Assume there are no problems with margin. Thank you!

Would live for anyone to comment on this if you have done a test like this for yourself! Thank you!

[NinjaTrader_BrandonH]

Hello Austiner87,

Thanks for your post.

We would not be able to give an exact percentage of accuracy between running a strategy on a Live account versus a Simulation account.

That said, running a strategy on a Simulated account, such as Sim101, while connected to a Live data feed connection would be the most accurate when compared to running a strategy on a Live account when connected to a Live data feed.

This thread will be open for other community members to share their insight on the topic.

See this help guide for information about discrepancies between realtime vs backtest (historical): https://ninjatrader.com/support/help...ime_vs_bac.htm

Let me know if I may assist further.

[Austiner87]

Thank you very much!