Backtest differences

[guillembm]

Hello,

I am experiencing different backtest results between NT7 and NT8. I attached the same strategy for both versions for you to campare.

As you can see in the screenshot I used the same parameters. Can you take a look, please?

[NinjaTrader_Jim]

Hello guillembm,

Thanks for opening the thread.

I observe a difference in data when testing the your strategy in both NinjaTrader 7 and NinjaTrader 8. If there is a difference in data, it would be expected to get diverging results. Even having a single tick difference can create different behavior in a NinjaScript strategy.

Similar results between NinjaTrader 7 and NinjaTrader 8 should be expected, but exact results require the exact same data and the same order fill processing as well as the exact same strategy logic.

As NinjaTrader 7 and NinjaTrader 8 use different historical data servers and tick data on NinjaTrader 8's historical data servers has sub second granularity, it would not be possible to get the data to line up perfectly.

Please let me know if I can be of further assistance.

[guillembm]

Thanks,

data should be the same but to be sure I deleted EURUSD data from NT8 and I wanted to generate an exported text file from NT7 with this data. The problem is that it seems that NT8 is not accepting this sort of file because it says 0 records imported.

How can I import historical data from NT7 to NT8?

[NinjaTrader_Jim]

Hello guillembm,

Your charts may look identical, but there could still be differences in OHLC values. I suggest to use the data box (middle mouse button) to verify each bar is identical.

You can import historical data through the Migration Process that you are prompted with when you install a clean version of NinjaTrader 8. (Installing the platform without the Documents\NinjaTrader 8\ folder.) You can get this prompt to come up by removing the <MigratedNT7> string in your Config.xml file.

You can follow the steps below to do this:

1. Close NinjaTrader
2. Edit the Documents\NinjaTrader 8\Config.xml
3. Remove the string "<MigratedNT7>not migrated</MigratedNT7>" This string may be different depending on your initial Migration setting
4. Save Config.xml
5. Restart NinjaTrader 8

There is a lot more information on this in the Migration Guide that you can find here: https://ninjatrader.com/NinjaTrader-8-MigrationGuide

[guillembm]

Perfect! Now results look quite similar. There may be something wrong with the data.

[NinjaTrader_Jim]

Hello guillembm,

I am glad you got your results to line up as you wanted.

There isn't anything wrong with the data. As I mentioned, NinjaTrader 7 and NinjaTrader 8 use different historical data servers. The data is also recorded differently. Tick data on NinjaTrader 8's historical data servers has sub second granularity while NinjaTrader 7's historical data servers do not. As the data is recorded differently, it would not be possible to get it to line up exactly.

Please let me know if I can be of further help.

[guillembm]

Actually, this is data I imported from esignal. So, the way data is loaded from your servers should not affect. Data is exactly the same

[guillembm]

Finally, after solving some code issues, if data and backtest parameters are identical results are the same. It works perfectly.