Ilregular strategy results

JLSwin

Junior Member

Join Date: Nov 2017

Posts: 27
#1

Ilregular strategy results

07-12-2023, 03:27 PM

why in Ninjatrader 8 does is backtesting and walkforward optimization ahow spectacular results but totally bombs on simulated trading.
Tags: None
NinjaTrader_ChelseaB

NinjaTrader Customer Service

Join Date: Dec 2012

Posts: 25074
#2

07-13-2023, 06:54 AM

Hello JLSwin,

There can be differences, especially if 1-tick intra-bar granularity is not implemented.

Below is a link to a forum post that demonstrates how to find what is causing differences.

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.

Chelsea B.NinjaTrader Customer Service
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