Different Results between Backtesting and Live Testing

vivienne

Junior Member

Join Date: Apr 2007

Posts: 18
#1

Different Results between Backtesting and Live Testing

05-02-2007, 02:16 PM

Do you have the same problem as mine?

Even when I use the same data set, same range, same setup, same strategy, the signals that I got from Backtesting and Live Testing are not the same.

Anyone know why is there the difference?
Tags: None
NinjaTrader_Ray

Founder

Join Date: Nov 2004

Posts: 11160
#2

05-03-2007, 12:57 AM

imported post

You can't expect results from a backtest to be the same in real-time, even if you are using the same data set. There are many variables. One is the order simulation in real-time is vastly different than the backtest order fill algorithm.

Ray

RayNinjaTrader Customer Service
Comment
NinjaTrader_Ray

Founder

Join Date: Nov 2004

Posts: 11160
#3

05-03-2007, 03:45 AM

imported post

Please see this new section of our Help Guide.

http://www.ninjatrader-support.com/H...sBacktest.html

Ray

RayNinjaTrader Customer Service
Comment

Topics	Statistics	Last Post
Sugar Defender Reviews:>> Is Sugar Defender safe? by FrancisMorro Started by FrancisMorro, Today, 03:24 AM	0 responses 1 view 0 likes	Last Post by FrancisMorro Today, 03:24 AM
Net Change by Segwin Started by Segwin, 05-07-2018, 02:15 PM	10 responses 1,770 views 0 likes	Last Post by Leafcutter Today, 03:01 AM
Change colour of Stop market and limit orders to red and green via indicator script by Rapine Heihei Started by Rapine Heihei, 04-23-2024, 07:51 PM	2 responses 31 views 0 likes	Last Post by Max238 Today, 02:25 AM
NT8 - Bulk Market Replay Downloader by Shansen Started by Shansen, 08-30-2019, 10:18 PM	24 responses 944 views 0 likes	Last Post by spwizard Today, 01:29 AM
Installation 8.1.3.0 crash and old version that no longer works by Max238 Started by Max238, Today, 01:28 AM	0 responses 11 views 0 likes	Last Post by Max238 Today, 01:28 AM

Announcement