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different backtests results

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    different backtests results

    Hello,
    I have problems with results of the backtests.
    The same strategy with the same parameters gives me absolute different backtests.
    yesterday I tested a strategy and gave me +1500$ profit , and 5 minutes later, with abolutely the same parameters (the same chart, the same period of time, the same parameters without any change ...) gave me negative result!!!!.
    Where can be the problem?

    #2
    Hello Parmenides48,

    You would need to debug the strategy in that situation to see what is changing. Adding Prints is one way to do that. The following forum post goes over debugging strategies in the various trading modes, that would also apply in this situation if you are seeing different results between backtests. The post has a sample strategy that shows some prints and how to compare outputs between tests.
    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.

    JesseNinjaTrader Customer Service

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      #3
      ok I will work on it.
      thanks.

      Comment

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