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Live Trades dont match Strategy Analyzer
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Live Trades dont match Strategy Analyzer
My live trades (Desertsoft CCI strategy) don't match the Strategy Analyzer trades for the same day. Trades are off by tics and sometimes 1 bar.. This is a game of tics for day traders and makes a difference between a BE and a full stop out. How can I make the trades match?Tags: None
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Originally posted by gg80108 View PostMy live trades (Desertsoft CCI strategy) don't match the Strategy Analyzer trades for the same day. Trades are off by tics and sometimes 1 bar.. This is a game of tics for day traders and makes a difference between a BE and a full stop out. How can I make the trades match?
Thank you for your post.
This is expected in a backtest as backtest orders are filled at the OLHC and live data can be filled with incomin tick data, as well as other reasons.
Please see this link for a detailed explanation: http://www.ninjatrader-support.com/H...sBacktest.htmlRay S.NinjaTrader Customer Service
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Originally posted by NinjaTrader_RJStein View PostHello,
Thank you for your post.
This is expected in a backtest as backtest orders are filled at the OLHC and live data can be filled with incomin tick data, as well as other reasons.
Please see this link for a detailed explanation: http://www.ninjatrader-support.com/H...sBacktest.html
My goal here is to be able to run my minute strategy live with calculateonbarclose = false, and then be able to produce very similar results in a backtest (because the backtest will now be able to reference tick data as well). Would this approach work using the BarsInProgress() method? Thanks,
kcsystemtrader
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Yes, but 1tick charts are very taxing on the system because they are so computationally intensive. Please see this reference sample: http://www.ninjatrader-support2.com/...ead.php?t=6652Josh P.NinjaTrader Customer Service
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