difference between the realtime and the backtest

[Thomas79]

Hi

i launch my strategy in real time this morning, i come back from the office this evening... and i can see no trade from my strategy on FGBL market, i look at the chart and normally it should !!!

i made the backtest of the day and i have the trade...

Look at the picture, you can see the result of the backtest and behind on the second line, the strategy with no trade !

more important and more affraid... the same strategy on the FESX (first line) made a short trade and lost 27 ticks... but when i made the backtest... it should had to BUY and not to sell ! watch the second picture !

It is a really big problem if the backtest and the real money are different !

To launch a strategy in realtime, i have to launch it via a chart ? and not only via the "Strategies" page....

[NinjaTrader_AdamP]

Thomas,

There are discrepancies between backtesting and real-time trading.

http://www.ninjatrader.com/support/h...ime_vs_bac.htm

You can get more accurate back-testing results if you increase granularity. Here is a reference sample.

http://www.ninjatrader.com/support/f...ead.php?t=6652

Please let me know if I may assist further.

[Thomas79]

i just read closely the link...

there are 4 possibilities:

- getting Filled on a order: my order are "market", no limit, no stop...
- the fill price of orders: same than above !
- running a strategy on a bar close or tick by tick: i'm running it on bar close in 60 minutes, so exactly as in back testing...
- difference in chart data: there is no difference between my chart data... in real time and in backtest...

the problem is not that i have order sent and not filled... or different data... this is than my strategy doesn't not give me the signal and even more dangerous... it gave me a wrong signal !!!

do i have to run it only with a chart ?

for the second link... i don't need it because i'm using calculate on bar close on my backtest and realtime... and it is what i want...

please, can you help ?

[NinjaTrader_AdamP]

Thomas,

I can take a look at your entrance criteria to see if I notice anything. Ill just need your strategy code.

In your case this is an entrance signal, however please keep in mind stops and take profits will be affected by intra-bar granularity even with calculate on bar close = false.

[Thomas79]

where can i send you the code ?

[NinjaTrader_AdamP]

Thomas,

You can send it to support@ninjatrader.com with ATTN : Adam in the body, or if you are comfortable you can post it here.

[NinjaTrader_Bertrand]

Thomas, we got the code and are looking into matters.