I am comparing trades between both approaches. My first test is 3 days. Market Replay took 1 extra trade using the same strategy. What would explain this?
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Backtesting Different From Market Replay
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Backtesting Different From Market Replay
I am getting more familiar with backtesting - all my experience has been with Market Replay.
I am comparing trades between both approaches. My first test is 3 days. Market Replay took 1 extra trade using the same strategy. What would explain this?Tags: None
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Hello,
Thanks for writing in.
Market Replay is more accurate as it will get intrabar data. Note however that things will still be different live as Replay and Backtesting will be simulating fills and live market conditions will constantly vary.
I would recommend reviewing the link below.
BrandonNinjaTrader Customer Service
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