data inconsistency

[Lionel92]

Hello
I am currently backtesting a strategy.
for a given automated trade I can show it on a graph from the strategy analyser which is fine

But the price of the instrument is not the same as the one I get if I open a new graph for the same instrument and same time frame (1 minute)

The variance is big (5474 versus 5673)

Then i am doubting about the back test .....

Is there any option somewhere which could explain that.

Many thanks in advance

Lionel

[koganam]

Hello
I am currently backtesting a strategy.
for a given automated trade I can show it on a graph from the strategy analyser which is fine

But the price of the instrument is not the same as the one I get if I open a new graph for the same instrument and same time frame (1 minute)

The variance is big (5474 versus 5673)

Then i am doubting about the back test .....

Is there any option somewhere which could explain that.

Many thanks in advance

Lionel

Would you care to show some pictures?

[NinjaTrader_Lance]

What instrument and expiry are you viewing?

What session template is being used?

What specific time (include timezone) do you see the difference in price?

[Lionel92]

sorry I though i had attached a word document (docx), i have made it again in doc

Lionel

[koganam]

sorry I though i had attached a word document (docx), i have made it again in doc

Lionel

Could you please annotate the chart to show what trade is showing up inconsistently?
Please show the entire chart if possible. Just a small cutout with no time or price scale reference makes it hard to see the point.

[Lionel92]

Hello

If you look at the data boxes, you will see that for the same day and time, the same instrument, the same times frame we have different figures depending on the chart we are looking at (chart, or chart from the strategy analyser)

[NinjaTrader_Lance]

What data provider did you get the historical data from?

What session template are you using for each chart?

[Lionel92]

Hello
Session template : default instrument
historical data provider : CQG
but those parameters are the same for both charts
I don't know if it helps but the variance seems to be always 200 points on the CAC.

Lionel

[NinjaTrader_Lance]

I've downloaded the historical data from CQG to test on my end.

Please ensure you are using the same exchange for both the backtest and the chart.

If you go to tools -> instrument manager -> Search for CAC40 -> left click to select it

When you add it to your instrument list ensure that you are aware of the exchange being selected (Matif or Monep)

It may be helpful to first remove other instances of the CAC40 from your instrument list

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?instrument_lists.htm

If this does not resolve your issue, please let me know the time zone of your local PC, the Exchange you're using, and your merge policy (tools -> options -> Data tab)

[Lionel92]

Hello
2 news, lets's start by the bad one.

• The same instrument is used for both (strategy and chart)
• in the instrument set up both exchange (monep and matif ) where selected
• I have remove the instrument from my default list and recreate it with only matif
• But no impact still 200 points of variance between strategy and chart

Now the good news, i can reproduce the error. on a chart if you load 45 days for the CAC price is lower than if you load less than that (5 days for example). It is the same for all time frames

I hope it will help you
I am using the matif exchange, PC time zone : Paris, france, Merge (back adjusted)


Thanks in advance
Lionel

[NinjaTrader_JC]

Hello Lionel,

Could you post some screenshot of the reproducible charts so that we may take a look at this?