NT7 Exit on Close Price wrong between Online Trade & Batch Strat Analyzer results

[rayko]

Hello NT Support,

NT closed an online trade with FDAX yesterday with EXIT ON Close.

When I look at the online chart of the trade I see the ExitOnClose price = 12732.5 Which produced a loss of -$491.54

See uploads "Live Chart EXIT ON CLOSE" & "Live Chart Strategy Performance NT Dialog"

When I execute the same strategy with NT Strategy Analyzer in batch on the same instance of NT and same data, ExitOnClose price = 12754. Which produced a profit of +$45.96

See uploads "Batch execution Chart EXIT ON CLOSE" & "Batch execution of Strategy Performance NT Dialog"

I am using Win10 with the latest ver. of NT7 and I've also uploaded a copy of the NT7 log in csv.

Can you please tell me why the ExitOnClose prices ARE NOT the same?

Could this be a problem with PC Time setting throwing the session template off, if so, how do I correct it ?

Please let me know

Thank you

[NinjaTrader_JessicaP]

Thank you for your question Rayko. Let's first rule out your time being out of sync.

Please use the steps below to change/check your Time Zone and sync the PC clock:

• Shutdown NinjaTrader
• Right-click the clock in the lower right corner of your desktop
• Select Adjust date/time
• For Windows 10 click 'Additional date, time, & regional settings' -> then click 'Set the time and date'
• Select the 'Internet Time' tab at the top
• Set the server to time.nist.gov and then click Update.
• If the message that appears says successful your PC clock should now be updated.
• If not, select a different server from the Server: drop-down and try again (repeat until one of the servers is successful)

After updating the PC clock, please restart NinjaTrader, then right-click the chart and select Reload All Historical Data.

[rayko]

Hello Jessica,

Thanks for the steps on how to sync with time.nist.gov

I performed them, and they showed the pc was already setup to sync correctly with time.nist.gov

So I did not continue with recycling NT and reloading all history.

At the moment NT is still running from when the error occurred yesterday.

Can you pls let me know what else I can do or send your way.

Thanks

[NinjaTrader_JessicaP]

Thank you for performing this test. It looks like the differences here are related to the differences between historical and live backtesting. I would like to invite you to review this page,

http://ninjatrader.com/support/helpGuides/nt7/zordertype.htm?discrepancies_real_time_vs_bac.htm

Briefly, when you are backtesting, NinjaTrader must simulate the actions of the trade desk, and only has OHLC information available. If you would like your backtest results to be more accurate I would like to recommend creating a multi-timeframe strategy with a one tick series, only operating OnBarUpdate on your primary bars,

http://ninjatrader.com/support/helpGuides/nt7/multi_time_frame__instruments.htm

And then placing trades on this one tick series,

http://ninjatrader.com/support/helpGuides/nt7/advanced_order_handling.htm

We are happy to help with any questions that come up.