Test Strategy on live SIM Account

[algospoke]

I have created a strategy that I have backtested and now I am satisfied with the results. I would like to now test the strategy in a live sim account for the next 30 days to see how it performs. Are there any instructions/videos that you can provide me to help me set this up? Below are some of my questions/concerns:

- Do i just open a chart and add the strategy to the chart and make sure under Setup that i have the sim account selected? Then do i just hit enabled box and apply to chart?
- There is check box for slippage, do I keep that unchecked? The point of the live sim test is to see what the actual slippage is and how it could affect net profit of the strategy.
- When i add the strategy to the chart, the strategy automatically populates trades based on historical data. I don't want that historical data because it may give a false indication that these next 30 days did well when in reality it may have been the trades from the historical data
- Do I need to be logged into Ninjatrader for the entire 30 days for the live sim test to work?

Thanks

[NinjaTrader_Gaby]

Hello algospoke,

Thank you for your inquiry.

When you add a strategy to a chart or on the Strategies tab of the Control Center, in the Properties you can select the account the strategy will be applied to.

It is up to you if you would like to account for slippage in your testing, we would not be able to make a recommendation on whether or not you should use this in your testing. The slippage setting allows you to specify the amount of slippage in ticks per execution for the historical fill processing.

If you don't want the strategy to process historical data, you can add check like this at the stop of OnBarUpdate() to prevent the strategy from processing historical data:

if (State == State.Historical)
return;

If you disconnect or shut down in the platform, the strategy will not be able to execute as there will be no data coming in. If you plan on running the test on live data from a chart, you will need to be connected and have the platform open during the entire duration of your test.


You can also backtest a strategy on historical data using the Strategy Analyzer.

Backtest a Strategy - https://ninjatrader.com/support/help...a_strategy.htm

Or, you can use the Playback connection to backtest using Market Replay data.

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

Below is the Help Guide article on Discrepancies: Real time vs backtest which will detail the differences in fills when using Market Replay, Live, Backtests to assist you further.

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

Please let me know if you have any further questions.