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Backtest vs. Sim differencies

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    Backtest vs. Sim differencies

    This week I held an experiment - ran several sim accounts with one strategy per account with an idea to see if it matches backtest data. SO, finally, it's Saturday, trading week is oficially over, I wanted to see if the sim performance matches with backtest (to see how accurate is backtest).

    And, suprisingly, even with fill resulution: high, 1 tick, as seen from screenshot, backtest only entered into 1 trade, while sim account had 4 different trades (see entry date and time, even though you see 13 rows, those are just different fills of the same trade).

    How can this be explained?
    Attached Files

    #2
    Hello UltraNIX,

    Below is a link to a forum post that discusses what causes differences, how to use prints or writing to file to understand what is specifically causing differences in your script, and how to mitigate these differences.
    https://ninjatrader.com/support/foru...mance?t=102504

    Please provide output of the time of the bar and the values used in the conditions that lead to the order, as well as output from TraceOrders and the order object in OnOrderUpdate.
    Chelsea B.NinjaTrader Customer Service

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