Analyzer Results differ with tic Count vs no tic count

[Dudley]

I have been diving into the Analyzer Back testing and Get VERY different results when Tic Count is not selected. And These results Don't Balance.

Please explain.

[NinjaTrader_LuisH]

Hello Dudley,


Thank you for posting on the NinjaTrader forums?


Are you referring to 'Tick Replay'?


I don't see 'Tic Count' in the screenshot you attached of your strategy's parameters:




Please advise.

[Dudley]

yes, thanks.

[NinjaTrader_LuisH]

Hello Dudley,



When you enable Tick Replay in the Strategy Analyzer for backtesting, it processes historical tick-by-tick data to simulate real-time conditions. Without Tick Replay, NinjaTrader builds bars based on historical OHLC data, which does not include intra-bar price movement.

Here’s why you see different results:

1. Intrabar Fills – With Tick Replay enabled, strategies can process each tick, leading to more accurate order fills within a bar. Without it, orders may only be processed at the open, close, high, or low of a completed bar, potentially causing differences in execution timing.
2. Indicators Calculation – Some indicators rely on tick-by-tick price action. Without Tick Replay, they only update at bar close, which can lead to different trade signals.
3. Stop & Target Behavior – Simulated stop losses and profit targets behave differently. Without Tick Replay, NinjaTrader estimates fills based on bar extremes, while with Tick Replay, the exact tick movement determines fills.
4. Execution Timing – Strategies that rely on Calculate.OnEachTick or Calculate.OnPriceChange will behave differently without Tick Replay, as they would otherwise only execute on bar close.

Please let us know if there's anything else we can assist with!

[Dudley]

Great Assistance. last one. how do i move the trade plot lines above the other indicators.

[Dudley]

most times is ok but long trades get cluttered.

[NinjaTrader_LuisH]

Hello Dudley,


You wouldn't be able to Z order of the trade lines specifically, it seems like the indicators are plotting on the chart and crossing over them.

I would recommend reaching out to the vendor if this is a third party vendor and see if this is something that can be customized.



Thank you.