Results Backtest vs. Market replay

Uregon

Senior Member

Join Date: Feb 2020

Posts: 155
#1

Results Backtest vs. Market replay

10-31-2022, 12:24 PM

Hello, why are the results so different between Backtest and market replay ?

I wonder why the Range timeframe is so different in that case
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NinjaTrader_ChrisL

NinjaTrader Customer Service

Join Date: Apr 2017

Posts: 7352
#2

10-31-2022, 12:42 PM

Hi Uregon, thanks for posting. This can be caused by a few factors. We get this question quite often, so our colleague Chelsea has made this post addressing the question and every possibility that can cause a difference in real time vs. a backtest:

Comparing real-time, historical, and replay performance - NinjaTrader Support Forum

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

Citizens of the NinjaTrader Community, A common question we hear from clients is 'why are results from backtest different from real-time or from market replay?'. Live orders are filled on an exchange with a trading partner on an agreed upon price based on market dynamics. Backtest orders are not using these market dynamics.

IsFirstTickOfBar vs OnBarClose for backtest & live - NinjaTrader Support Forum

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/94098-isfirsttickofbar-vs-onbarclose-for-backtest-live

Support for the development of custom automated trading strategies using NinjaScript.

Kind regards,
-ChrisL
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Results Backtest vs. Market replay

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