Playback mode signals mismatch

[manitshah915]

I have below issue:

i made Indicator. It plots fine at normal current chart.

but when i use playback mode and use same indicator-
with same timeframe /same chart for same previous dates on the chart:
plotting is not exact same at playback mode running, vs- when indicator shows signals with historical data based chart running at simulation.

this is weird. How can i fix this?

[NinjaTrader_Gaby]

Hello manitshah915,

Thank you for your post.

When using Playback, are you running this using Market Replay data or Historical data?

Discrepancies: Real time vs. Backtest - https://ninjatrader.com/support/helpGuides/nt8/discrepancies_real-time_vs_bac.htm

From the Help Guide:

"If you run a strategy in real-time on DAY1 and then DAY2, you are now backtesting your strategy on DAY1 data instead of processing like it did in real-time so there could be differences. You should understand how chart bars are built.

If using tick based charts, all it takes is a single tick difference between real-time and historical data to generate completely different looking charts. This in turn would impact the calculations of your strategy should the data sets be different."

When comparing a chart built during Playback versus a chart built from real-time market data, it is very possible for the charts to look different.

Please see this forum post that discuses determining the cause of differences between real-time, historical, and playback.

https://forum.ninjatrader.com/forum/ninjatrader-8/strategy-development/100192-comparing-real-time-historical-and-replay-performance#post100192

I recommend writing the data and values from your indicator to a text file, testing in real time and then in Playback to compare the differences.

Using StreamWriter to write to a text file: https://ninjatrader.com/support/help...o_write_to.htm