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    results difference

    I have created a strat the trades intraday on the ES. In a 3 month period I get over 100 trades in a backtest which is as expected.

    Another user backtesting my strategy is getting completely different results with only 3 trades over the same period. It looks like his trades are not being closed correctly during the backtesting.

    We are both using a zen-fire datafeed so I find the discrepancy a bit strange. I have checked his settings and they match mine for the backtest.

    Any ideas?

    #2
    Are you both using the same NinjaTrader release version?

    Are you both using the same time zone setting for the PC clock?

    Have you also checked into the session begin / end time setup?

    I would also suggest he redownloads a fresh set of historical data to doublecheck.
    BertrandNinjaTrader Customer Service

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      #3
      Backtesting

      I will check on the release version.

      We are different timezones so using different settings.

      I'm using session begin = 14.30 and session end = 21.15 as I'm in the UK this corresponds to 9.30 EST to 16.15 EST.

      The other user has a session begin time = 6.30 and end time = 1.15 and I assume these correspond to the same times.

      How would he redownload a fresh set of historical data?


      Originally posted by NinjaTrader_Bertrand View Post
      Are you both using the same NinjaTrader release version?

      Are you both using the same time zone setting for the PC clock?

      Have you also checked into the session begin / end time setup?

      I would also suggest he redownloads a fresh set of historical data to doublecheck.

      Comment


        #4
        Ok, to check for the time zones effect, you could for example both backtest on a 24 hr session and then compare results.

        For the data, please go to Tools > Historical Data > Delete and delete all present ES data, after this open a fresh chart, download the needed amoutn of data and then disconnect and redo the backtesting with your settings.
        BertrandNinjaTrader Customer Service

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