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Analyzer vs Live Trades

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    Analyzer vs Live Trades

    I cannot seem to get an understanding on why a back-testing system and live trading system don't match up. I have attached a snapshot of two charts. They are they same charts, one being back-tested and the other from the live trading. You will see in Picture 1 (the back-test) the trade made came out as profitable, but in Picture 2 (the red line in live trading) the trade came out as a loss. This seems to happen all the time. How can I trust ninjatraders system if it is going to have these types of errors? I do a lot of back-testing for many strategies and when this happens, it makes me question if the back-testing system is even accurate. There should not have to be any different coding or anything because the strategy is exactly the same in both live and back-testing. It's a bit frustrating when I see these, please help me out here.

    Thanks,
    Mike
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    #2
    Hello Mike,

    Thank you for your post.

    Please see this help guide article for some reasons why a backtest can work differently than running real time.

    You can run a strategy with TraceOrders = true for specific debugging information related to orders. This will allow you to compare fills on a backtest versus fills in a live trade to help identify specific reasons on why they're different.

    Backtesting is just one item in your toolbox. In addition to backtesting you should also consider running a strategy with market replay or real time with a simulated account.
    Ryan M.NinjaTrader Customer Service

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