Backtest orders that do not appear in Real-time

[milla]

Hello
I am comparing backtest and Real-time Ninja trader 7 results.
When I compare the trade lists
I see that one trade appears in the backtest and does not appear in Real-time trading.
When I compare the order lists
I see that the enterShortLimit that appear in the backtest and does not appear in the Real-time, I want to point out that
1. The order is not cancelled but does not appear in the Real-time order list.
2. This strategy runs in Real-time with three more strategies that entered short limit one minute before the enteShortLimit of the first strategy. The trade lists of other three strategies are similar in backtest and real-time.
3. There are enough bars for the first strategy.

Can you please let me know what could be the reason that an order that appears in the backtest does not appear in the Real-Time run?

Thank you so much
Vered

[NinjaTrader_Bertrand]

Welcome to our forums Vered - in my link from the helguide below you will see a few common discrepancies seen when comparing backtest to realtime results - http://www.ninjatrader.com/support/h...ime_vs_bac.htm

Are you running your strategies with CalculateOnBarClose = false in realtime?

[milla]

Hello

I've carefully read the link and could find an answer to my question (my order is not cancelled in Real-time but does not appear).
I am using CalculateOnBarClose = true as a last line in Initialize()

Can you please let me know what could be the reason that the order does not appear in real time as I describe above?
Thank you so much
Vered

[milla]

Hello

I've carefully read the link and could not find an answer to my question (my order is not cancelled in Real-time but does not appear).
I am using CalculateOnBarClose = true as a last line in Initialize()

Can you please let me know what could be the reason that the order does not appear in real time as I describe above?
Thank you so much
Vered

[NinjaTrader_Bertrand]

Hi Vered, if you think none of the points would apply to your situation then you would need to debug your order entry conditions to see why the evaluation was different comparing realtime to historical backtest - did you for example reload historical data at one point so you would be looking at a different tick formation of the bars perhaps as well? Have you tried running your strategy again in Market Replay for the day?

http://www.ninjatrader.com/support/helpGuides/nt7/market_replay.htm