I was wondering if there are any differences between Gain data and Ninja Historical data and if so what and how extensive are these differences . I have had a wide variation in results between running automated strategies live and then backtesting those strategies over the same time frame. Some differences are to be expected due to slippage etc but in the interests of having confidence in the trading environment I was hoping to quantify any differences if they exist.
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Hello waza,
Thank you for your post.
NinjaTrader is not a data provider & as such it behaves like a radio receiver; receiving data from your provider & then plotting it o the chart. The accuracy of the data is solely the product of the provider. When you reload historical data, NinjaTrader will request that data from your connected provider.
You may want to check this discussion that details How NinjaTrader builds Chart Bars:
Please let me know if you have any additional questions.ChipNinjaTrader Customer Service
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