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    I trade based on strategies that are loaded on NT, once a week when I compare my real trades (trades that I execute based on orders thrown up by the strategy in real time) to the backtest ( that I do for the same period eg from Mon to Friday) the picture is very different. Backtest shows me profit whereas in reality I have incurred a loss. What in your opinion should I do. Is it a real time data problem .What is the ideal setting for data on ninja so that the real trades are least different when I backtest the trades.

    #2
    kassaindia,

    Backtesting and real-time are different from each other and will yield different results. Please see this article here: http://www.ninjatrader-support.com/H...TimeVsBacktest

    Backtesting only gives you a theoretical result that could occur under certain assumptions. This assumption is more often than not simply not realistic in real-time. This is why backtesting results should always be taken with a grain of salt and forward testing should always be taken before live trading.
    Josh P.NinjaTrader Customer Service

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      #3
      How can I do forward testing on Ninja, please advice.


      Originally posted by NinjaTrader_Josh View Post
      kassaindia,

      Backtesting and real-time are different from each other and will yield different results. Please see this article here: http://www.ninjatrader-support.com/H...TimeVsBacktest

      Backtesting only gives you a theoretical result that could occur under certain assumptions. This assumption is more often than not simply not realistic in real-time. This is why backtesting results should always be taken with a grain of salt and forward testing should always be taken before live trading.

      Comment


        #4
        kassaindia,

        You can either run the strategy live against the Sim101 account or you can even try the Market Replay features. At the end of the day, forward testing should be also be taken with a grain of salt as it is still simulation and not real trading. As far as simulations go, they are all done to try and give you a big picture of some of the possible outcomes of your strategy. It gives you a range of how your strategy could perform. If you are willing to accept the range of results your tests produce, only then should you proceed to trade live with real money. Otherwise you may want to consider tweaking your strategy further.
        Josh P.NinjaTrader Customer Service

        Comment


          #5
          Thanks !

          What you think is the correct setting that I must have for the Data in NT Data Tab

          Originally posted by NinjaTrader_Josh View Post
          kassaindia,

          You can either run the strategy live against the Sim101 account or you can even try the Market Replay features. At the end of the day, forward testing should be also be taken with a grain of salt as it is still simulation and not real trading. As far as simulations go, they are all done to try and give you a big picture of some of the possible outcomes of your strategy. It gives you a range of how your strategy could perform. If you are willing to accept the range of results your tests produce, only then should you proceed to trade live with real money. Otherwise you may want to consider tweaking your strategy further.

          Comment


            #6
            kassaindia, I'm not sure I follow - which settings are you looking to modify in the data tab? If you start strategies from the strategies tab in the Control Center, the default lookbacks listed here would be used, so if you then backtest also from the chart directly results could be different as different data ranges could potentially be used.
            BertrandNinjaTrader Customer Service

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