running Live account VS Sim account on same strategy

[traderfolife777]

Hello All,

I am currently running an automated strategy on Gold futures in my live account and decided to run the same strategy on Sim to see if they match up. Found that Sim took 2 trades that the live account did not. What can be some of the reasons for that. I have the exact same strategy run on both...

[NinjaTrader_AlexG]

Hello traderfolife777,
Thanks for posting today.

This can occur since one is a simulation account and the other is not.

Since the simulation account bases its entries and exits on simulation data you may have not a fill that occurred the same as the live account. The simulator will never be able to replicate with 100 accuracy what the live market will do. The simulator uses an algorithm to try and randomize the data when a order is placed.

For more information refer to the links below.

Here is a link to our help guide describing Discrepancies between Real-Time and Backtest data. http://www.ninjatrader.com/support/h...ub=backtesting

Here is a link to our help guide describing the simulator. http://www.ninjatrader.com/support/h...simulation.htm

Please let us know if we may be of further assistance for anything NinjaTrader.