Playback with Historical Data shows different results

[jayman711]

Hello,
So if I have a script that just enters a candle upon certain criteria with a 3 point target and 15 point loss. When the candle bounces around in the playback it wins more than losses. But in live market trading I wind up losing more than winning. What can I do to ensure playback is more accurate? Are there settings to get the tick by tick market data? Please advise.

[NinjaTrader_ChelseaB]

Hello jayman711,

Realtime orders on playback are typically pretty accurate. These are filled in real-time using the streaming data using the Simulation engine.

Historical orders (those appearing on the chart before playback starts in realtime) are the same as backtest which uses a backtest fill algorithm and has differences.

Where the orders placed when State is State.Historical or State.Realtime?

As far as historical, intra-bar granularity and TickReplay (if using Calculate.OnEachTick or .OnPriceChange) can improve the accuracy.
Below is a link to a support article that provides direction.

https://support.ninjatrader.com/s/article/Developer-Guide-Improving-backtest-order-fill-accuracy-with-intrabar-granularity