Executions not match with the Strategy Analyzer

[steve_mb]

Hi,

I am writing to you because I am currently testing a strategy, and I have encountered this small issue. I wanted to see if it is possible for you to provide some guidance. I am running the tests on 60-minute ranges. Today, I activated it with test data, and these were the results, including these two specific candles that ended in stop loss:



These values can also be seen in the execution log, e.g., the execution with the price 21791.5:



And if I switch the chart to 1-second intervals to see the details of what happened, I can see the prices from the previous images interacting:





But if I disable and re-enable the strategy, the values are different; for the two candles with a stop, a target now appears:



When running the Strategy Analyzer, the two trades appear with positive results as well:



And when viewing the chart in 1-second intervals to see the trade details, it looks like this:




I’m not sure what might be causing the change in values or if there is an issue with the Strategy Analyzer since the values on the 1-second chart don’t seem correct. I have already used the “Reload All Historical Data” option, but I’m not sure what other option or detail I might be missing.

Thanks in advance...

[NinjaTrader_Jesse]

Hello steve_mb,

When comparing realtime and historical results there are some reasons that would cause the strategy to calculate differently. While we would be unable to provide an exact answer of why that is with your custom strategy you can debug the strategy to find out the exact answer. Because every strategy is different there is not one single answer as to why that would be different, that heavily depends on the settings you used and how the strategy was coded.

We have a guide linked below that goes over how you can add debugging to the strategy to explore differences between tests. The guide goes over comparing historical and realtime which is what you explained.

This page lists some common items which will cause differences between realtime and historical, you can use this page to see if any of these apply to your use case:
https://ninjatrader.com/support/helpGuides/nt8/discrepancies_real-time_vs_bac.htm

This guide goes over how to add debugging and then compare results. The short summary is that you add prints into your code and then collect the output after running the strategy in realtime. Then restart the strategy so it processes historically and then collect those prints as well. You can then compare the prints to see how the strategy logically worked in both use cases. Based on your observations you can make any changes needed to have the strategy results become more close to realtime.

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