Strategy execution and chart executions are very different

[SuneSorgenfrei]

Hi
I have implemented a simple strategy which I have running on my funding account to test it out.
The issue is that after the first day the actual executions (trades) and the executions on the chart are not even similar.
I would expect that they would match otherwise how can i use the chart to backtest anything ?

Please advise on how this discrepancy is created.

The time zone is EST. I started the strategy around 18.00 yesterday evening.

Best Regards,
Sune

[NinjaTrader_ChelseaB]

Hello SuneSorgenfrei,

Were the orders on the chart submitted when State is State.Realtime?

For the orders to be the same (or as similar as possible) the data must be the same (including starting with the same bar) and 1-tick intra-bar granularity needs to be implemented and TickReplay must be enabled if using Calculate.OnEachTick or .OnPriceChange.

The support article linked below provides direction, and provides an example script and video which demonstrate how to write the output to a text file to find exactly what is causing differences.

https://support.ninjatrader.com/s/article/Developer-Guide-Comparing-Strategy-Results