Backtest verse forward test

[brucelevy]

How accurate is backtesting verse forward testing on the NT platform? If I account for slippage of +/- 3 ticks and commissions, theoretically how accurate can I expect those results to be if I had ran them in live time, assuming there was no fast market activity, limit days or fill issues. (specifically for renko bars)
Also, is there any execution accuracy in running a strategy in fast forward on market replay?

Here are some results for a momo trend system. The results in live time seem to be very similar to backtesting...

https://gyazo.com/28fbe23df32ea7eb7c4d5a6c6680b3e0

[NinjaTrader_CodyB]

Hello,
There are not measurements of accuracy between backtesting, Walk Forward optimization, running in market reply, or live trading.
It is expected that there will be differences and discrepancies between them all as they each handle data differently.
For more information on this please see the following link, http://ninjatrader.com/support/helpG...ime_vs_bac.htm
We cannot guarantee the accuracy of backtesting compared to live market trading, walk forward opimization to live market trader, or Market Replay to live market trading, etc.

[sledge]

Do a forum search in Backtesting and renko bars. Too many good links with warnings.
Good luck.