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| Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer. |
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11-16-2009, 11:46 AM
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#1 |
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Member
Join Date: Nov 2008
Posts: 87
Thanks: 0
Thanked 0 times in 0 posts
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strategy analyzer vs chart
In backtesting a strategy using strategy analyzer and placing the same strategy on a chart of historical data for the equivalent time period as in the backtest I seem to be getting different trades genetated. It also appears more worryingly that the charts themselves (the chart displayed on the strat analyzer and the one on normal chart) are different although it is the same instrument ES with Dec 09 expiry. Is this possible?
I am specifying a session time of 9.30 EST to 16.15 EST on the charts. |
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11-16-2009, 11:50 AM
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#2 |
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NinjaTrader Product Manager
Join Date: May 2007
Location: Denver, CO
Posts: 17,458
Thanks: 1
Thanked 106 times in 70 posts
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mballagan,
Disconnect from your data provider to ensure you are using the same data set. When the data sets are the same, your results should be the same.
Josh
NinjaTrader Customer Service |
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