Backtesting Questions - From a beginner

[jourdale]

I have been spending a lot of time in the strategy analyzer trying to find that perfect strategy only to validate the results in the market replay and I get wildly different results. When I then export the results to a spreadsheet and add up the P/L, the P/L, number of trades, and Max Drawdown are all very different.

It seems like the most accurate result is coming from letting market replay run and exporting the data, however market replay replays very slowly even on max speed (maybe it's my computer, not sure).

The other issue I'm running into is that I only have 3 months of market replay data, so I'm not sure how great my strategy works outside that time frame.

Questions:
1. Is anyone else having trouble getting accurate data from the Strategy Analyzer, and did you find a workaround?
2. Is there a faster way to get the results of the replay?
3. Is there a way I can get more days data?

Thanks for the help,
dumb noob

[NinjaTrader_Jesse]

Hello jourdale,

There can be many differences from a historical test vs a realtime test depending on the strategies settings and logic. A backtest is a less granular test and does not have all of the same features as realtime trading. Generally you would need to debug your strategy to see what specific differences you are running up against when comparing realtime vs historical tests to know if that can be changed using settings or logic.

You can find a post that covers this topic here: https://forum.ninjatrader.com/forum/...ay-performance

[jourdale]

I know Kinetick has at least 2 years of minute data - is there a way to possibly have more than 90 days worth of market replay data simply by using Kinetick? Is Kinetick data compatible with the Market Replay, or can I only use CQG data for market replay?

[NinjaTrader_Jesse]

Hello jourdale,

Kinetick does not offer playback data, that is held on NinjaTrader servers. Most common instruments are recorded for a period of time but will be much less than the historical data. You can optionally record data yourself using the option to record playback data from your connection.

https://ninjatrader.com/support/helpGuides/nt8/options_marketdata.htm