NT8 Data mismatch with strategy that uses 2 data series

[vdelarosa2]

Hi

I have a strategy that uses two different data series

" AddDataSeries(Data.BarsPeriodType.Tick, tickChartInterval); // Add tick-based data series
AddDataSeries(Data.BarsPeriodType.Minute, 5); // Add 5-minute data series for trend confirmation"


Yet, here is the problem that I'm having, when I disable the strategy in the middle of the day and enable it all of the trades that it took on the chart will disappear and instead I will see different trades that were taken that doesn't match the LIVE trades that it took.

I also tried running market replay and the LIVE trades doesn't match the trades taken on Market Replay or even on Strategy analyzer, what's going on?

I have other strategies that don't use multiple data series that are giving me accurate results in market replay data and on the charts.

How can I fix this issue ?

[NinjaTrader_ChelseaB]

Hello vdelarosa2,

1-tick intra-bar granularity (and TickReplay if using Calculate.OnPriceChange or .OnEachTick) will minimize differences between historical (backtest) and real-time.

Below is a link to a support article that details this.

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

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