Real Time Trades vs not real time.

[amigatlin]

Im running into an issue where live trading doesnt line up with historical trades. When I load a strategy, Im seeing one result from previous trades that would have been taken but when its the strat is running and it catches a trade in real time, the result is completely different. Photos below are of the same trade but the first one is when i caught it real time, i reloaded the strategy and the second pic is what it shows now.

Realtime trades (First picture), the condition is met and the short trades are taken at the top of the bar and exited at the top of a bar.

Historical trades (Second Picture), the condition is met and the short takes place at the top of the bar and exit at bottom of a bar.

I ideally want the second result if possible. The strat is set to onbarclose. Can someone help me understand what is going on, and is there a way to get the disired result with live trading as historical?

[NinjaTrader_Jesse]

Hello amigatlin,

From the image it looks like you may be using a renko, if so that won't be accurate toward realtime when backtesting. Renko require realtime data to correctly build bars so the backtest will be different. You can use the playback connection to forward test renko which would provide more accurate results compared to realtime.