|
This website will be down for maintenance from Friday May 24th at 6PM MDT until Saturday May 25th at 11AM MDT. We apologize for the inconvenience. If you need assistance during this time, please email sales@ninjatrader.com
|
|||||||
| Strategy Development Support for the development of custom automated trading strategies using NinjaScript. |
 |
|
|
Thread Tools | Display Modes |
|
|
03-11-2009, 06:49 AM
|
#1 |
|
Senior Member
Join Date: Apr 2006
Location: , ,
Posts: 1,316
Thanks: 1
Thanked 7 times in 7 posts
|
replay not the same as live
why does replay not get the same results as live?
I run my cs live on Zenfire feed on 60 sec YM chart...while recording the data when I replay the data with exact same cs, I get different results. Why is the data not stored exactly the same as live?
Last edited by ATI user; 03-11-2009 at 07:37 AM.
|
|
|
|
03-11-2009, 07:10 AM
|
#2 |
|
NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,411
Thanks: 252
Thanked 976 times in 959 posts
|
Hi ATI user, the recorded data should be the same, but live vs. simulated trading are different environments as far as fills, delays and price level queues are concerned.
Bertrand
NinjaTrader Customer Service |
|
|
|
|
03-11-2009, 07:16 AM
|
#3 |
|
Senior Member
Join Date: Apr 2006
Location: , ,
Posts: 1,316
Thanks: 1
Thanked 7 times in 7 posts
|
there cs should get the same results IF the data is the same
I am trading sim both live and replay...so why different results? |
|
|
|
|
03-11-2009, 07:19 AM
|
#4 |
|
NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,411
Thanks: 252
Thanked 976 times in 959 posts
|
Do you trade the cs with a higher replay speed? If yes this means the simulator will potentially give you different fills...
Bertrand
NinjaTrader Customer Service |
|
|
|
|
03-11-2009, 07:39 AM
|
#5 |
|
Senior Member
Join Date: Apr 2006
Location: , ,
Posts: 1,316
Thanks: 1
Thanked 7 times in 7 posts
|
I replay at x500 ...will test at x1
I am sure it is not a question of fills. It is a question of the bar data being different...i.e. start time of bars. |
|
|
|
|
03-11-2009, 01:34 PM
|
#6 |
|
Senior Member
Join Date: Apr 2006
Location: , ,
Posts: 1,316
Thanks: 1
Thanked 7 times in 7 posts
|
as mentioned....exact same results/fills at x1 and x500....
the issue is not fills the issue is how NT stores live data and then replays the data. trading live my cs made $2200 in replay with the same exact settings, it lost $150.... you can see my concern....my cs took different trades because the data changed in replay. it strikes me that if I just watched one results live...disconnect Zenfire and connect to replay, I should get the exact same result |
|
|
|
|
| Thread Tools | |
| Display Modes | |
|
|
Similar Threads
|
||||
| Thread | Thread Starter | Forum | Replies | Last Post |
| Fill time for LIVE SIM vs. LIVE | maranuvian | SuperDOM and other Order Entry Windows | 15 | 06-17-2009 03:43 PM |
| Live + Simulation | effebi | Installation and Licensing | 9 | 06-14-2009 11:45 AM |
| Trying To Go Live | niterider | Installation and Licensing | 3 | 01-02-2009 06:31 AM |
| going live | el-garrouge | Connecting | 3 | 12-17-2008 04:59 AM |
| When strategies go live | delhin33 | Automated Trading | 2 | 08-05-2008 09:02 AM |
Hybrid Mode
