backtest aka forward test

[nicknamed]

Hello,
If I have tick data long several months imported in NT 6.5 and do a backtest on those tick data but timeframe would be say 15M, can I say that backtest substitutes forward test and I will get the same results as I would from Market replay?

Please advice me how to handle spread under such circumstances. How trustworthy would be such results?

Or if I send you tick data, would it be possible you could create for me an .ntm file that would be exactly as from the market replay recorder? I guess you would need ask and bid prices to get the spread, while then it would be perfect, am I right?
N.

[NinjaTrader_Bertrand]

nicknamed, unfortunately we can't custom create Market Replay files as those will need to be recorded on your end to be replayed later on.

Market Replay results can be expected to differ from backtest results as you trade againt our simulation engine in Market Replay and also you have access to the intrabar tick formation with it.

http://www.ninjatrader-support.com/HelpGuideV6/DiscrepanciesReal-TimeVsBacktest.html

NinjaTrader 7 will offer the option to submit orders to separate bid / ask series in strategies to increase realism.

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

[nicknamed]

market replay

Could you please explain me more this sentence?

...you trade against our simulation engine in Market Replay and also you have access to the intrabar tick formation with it.

Do I understand it correctly that as a virtual market I am not going to get filled in reality sometimes or with slight differences that on Market replay?
Is there more to this? We are currently forward testing on few months of market replay data so we are interested in knowing all problems or differences we should be aware when going live.

I know that I should know that by now and I have some feeling but am not sure about how to interpret the second part of your sentence.

thank you
N.

[NinjaTrader_Bertrand]

When you trade in Market Replay you trade against our simulation engine to determine fill probabilities, same holds true for trading to the Sim101 account on realtime data - http://www.ninjatrader-support.com/H...rOverview.html

While begin simulation still it offers a scientific approach to approximate chances of getting those fills in a live market, but please keep in mind it's still an approximation thus results in live trading can differ depending on realtime volume and queue positions of your orders.