Market replay results vs zen-fire realtime demo results.

[Krasnykh]

I got very different results from the market replay and zen-fire realtime demo. Which result is more reliable?

[NinjaTrader_PatrickH]

Hello Krasnykh,

Thank you for your post.

Are you comparing your results from real-time to the same date when replayed?

What is the difference you are seeing for the data?

What instrument and date are you replaying?

I look forward to your response.

[Krasnykh]

Are you comparing your results from real-time to the same date when replayed? - Yes

What is the difference you are seeing for the data?
Market Replay PnL +5800,
Real-time Demo - 728 (negative)

What instrument and date are you replaying? - ES 2013/02/14

[NinjaTrader_PatrickH]

Hello Krasnykh,

Thank you for your response.

Are you running the Strategy as CalculateOnBarClose = True or False during real-time?

Are you running the Strategy as CalculateOnBarClose = True or False when replaying the same date?

I look forward to your response.

[Krasnykh]

Real-time options same as Market Replay options - CalculateOnBarClose = False, Enforce Immediate fills = False, Delay comm = 0, Delay exchange = 0, Fill type = Default

[NinjaTrader_PatrickH]

Hello Krasnykh,

Thank you for your response.

How many trades are taken on Market Replay versus real-time for the same data? You can check this in the Account Performance tab of the NinjaTrader Control Center.

Are the trades on different sides of the market? Are they at different times?

What Session Template is used on your chart(s) in real-time? What Session Template is used in Market Replay? You can check this by right clicking in your chart > select Data Series > check the Session Template setting.

I look forward to your response.

[Krasnykh]

How many trades are taken on Market Replay versus real-time for the same data?
Market Replay - 1024
Real-time - 187

Are the trades on different sides of the market? - No, only Long
Are they at different times? - Yes
What Session Template is used on your chart(s) in real-time? - in real-time same as market replay 24/7

[NinjaTrader_PatrickH]

Hello Krasnykh,

Thank you for your response.

The Market Replay data that is supplied by going to File > Utilities > Download Replay Data is recorded on our end.

Do you record your own Market Replay data or do you download Market Replay data?

I look forward to your response.

[Krasnykh]

I download Market Replay data.
L1 Begin 14.02.2013 9:00:00
L1 End 15.02.2013 8:59:59
L2 Begin 14.02.2013 9:00:00
L2 End 15.02.2013 8:59:58

A similar discrepancy in the results can be seen every day.
I can write to you two videos. First - real-time demo at a certain time interval. The second - the market replay at the same time interval.

[NinjaTrader_PatrickH]

Hello Krasnykh,

Thank you for your response.

Any information, screenshots or videos you can provide would be helpful here in understanding what you are seeing.

If you wish you can send these to support[at]ninjatrader[dot]com with 'ATTN: Patrick' in the subject line and a reference to this thread in the body of the e-mail: http://www.ninjatrader.com/support/f...ad.php?t=55984

I look forward to your response.

[Krasnykh]

I sent you e-mail with video

[shanemcdonald]

I only use real time results for testing.
Market replay does not contain volatility that is present in a live market.

[Krasnykh]

Sorry, but I do not understand.