Strategy Analyzer

[jnorton47]

First off I need you to know that I am a neophyte when it comes to using the Strategy Builder and the Strategy Analyzer. I have noticed that I do not get the same result from running my strategies in real-time sim trading as I do in the Strategy Analyzer. I fear that I am doing something wrong. Does anyone have any suggestions as to how to get more realistic results from the Analyzer?

[NinjaTrader_Jesse]

Hello jnorton47,

There can be differences between results when comparing realtime vs historical testing for a variety of reasons. This commonly relates to the settings and logic that the strategy uses in addition to testing environment such as differences in data. We have some resources that I have linked below that go over common discrepancies and also how you can get a more specific idea of what discrepancies you may be running into. The last two links are a little more complex as they also explain how you can add debugging into you strategy to make comparisons, that is generally the best way to determine what specifically caused differences between two tests.

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

https://support.ninjatrader.com/s/article/Developer-Guide-Comparing-Strategy-Results?language=en_US

https://support.ninjatrader.com/s/article/Real-time-Replay-Historical-Comparisons-Test?language=en_US