Replay differs on Chart v. Strategy Tab

[samironthemove]

Hi,

I'm surprised to be getting different results when running the same strategy in Playback (Market Replay Data) from the Chart and from the Strategies tab simultaneously.

Is this expected behavior, if so, what causes this?

Thank you,

Samir

[sledge]

Are you using a different template?
For instance your chart overrides the instrument template, but you forgot to make it the same when adding the strategy to the control center?

I personally gave up with control center strategies a long time ago.

[samironthemove]

Hey sledge,

I re-run playback and made sure the template and trading session template was the same.
Results are very different. While the overall net P/L is similar, the trades don't match most of the time, the stats like avg trade etc are completely off and the equity curve is very different as well.

You gave up on running strats from the CC why?

Here are some shots of the differences.

I'm interested to know what would cause this. Are orders perhaps competing for entry?

Thanks,

S.

[sledge]

Hey sledge,

I re-run playback and made sure the template and trading session template was the same.
Results are very different. While the overall net P/L is similar, the trades don't match most of the time, the stats like avg trade etc are completely off and the equity curve is very different as well.

You gave up on running strats from the CC why?

Here are some shots of the differences.

I'm interested to know what would cause this. Are orders perhaps competing for entry?

Thanks,

S.

Re-run each separate??? Or use 2 computers and watch for first difference.

Your results are showing 223 trades vs 109. That's a big difference!!!! You should be able to determine in replay why you have 2x the trades in one and not the other? It should go whack pretty quickly.

Are you using a secondary series? (some complaints I think are related to this).

I had major issues in early BETAs... charts not showing trades.. in NT7 - adding to CC would show the trades on every chart. NT8 early beta's didn't. And even then I had issues in later BETAs with adding to chart didn't show trades in Playback-MR. After NT8B10 - I couldn't run the same strategy across multiple contracts without it taking down my systems to eat CPU at 100% and MAX replay was at 3 seconds a jump. Now I'm down to 1 combined contract and 1 strategy over 3 years. Adding to chart is pretty simple. In NT8B6 - I was adding 5 strategies over 8 contract months and was still finished in 7 hours... but the reporting could be off. Just had to be careful what to click.





Why did I give up?

[sledge]

Hey sledge,

I re-run playback and made sure the template and trading session template was the same.
Results are very different. While the overall net P/L is similar, the trades don't match most of the time, the stats like avg trade etc are completely off and the equity curve is very different as well.


S.

I ran a sample strategy I had that has several trades per day and didn't see any issue after 1 month.

1 was attached to chart, and the other the control center.

Both were showing on the chart (6 contracts total).

https://www.screencast.com/t/5jp1m7Ci

I pulled up Strategy Performance on each, and they were identical.

Create and post some sample code that causes the issue so it can be investigated.

[NinjaTrader_ChelseaB]

Hello Samir,

I have found a ticket from you within the platformsupport [at] ninjatrader [dot] support system with this same topic.

I will continue assisting through email unless you would like to cease the email thread and continue on the forums.