Strategy Analyzer and Strategy Performance

[snoussi]

Hello team,

I hope you're doing well !

I have a strategy that I Backtested via the Strategy Analyzer, I got some important information, but I see that it does not correspond to reality.

I give an example, this week I ran the strategy in Live simulation, with the following configuration (See Attachment), I use the On Each Tick execution method, but when I use the strategy performance and the strategy analyzer I have completely different results.

in sim Live I have -3500$ and on the strategy analyzer I have a gain of +4100$, how to understand this big difference and how to make the result of the sim Live corresponds to what the Strategy Analyzer shows me, because there is still too big a difference even though the parameters are exactly the same.

Thanks for your time and help and have a good week end

[NinjaTrader_Jesse]

Hello snoussi,

Historical testing results can differ from live results for a variety of reasons. Some of the common items are listed in the following page.

https://ninjatrader.com/support/helpGuides/nt8/discrepancies_real-time_vs_bac.htm

To get a better idea of what specifically is causing differences you would need to debug the strategy between each use case to see what is changing. There is a forum post in the link below that lists how you can approach debugging a strategy between different testing modes.

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