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Strategy Performance(real-time) vs account

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  • Elshad
    started a topic Strategy Performance(real-time) vs account

    Strategy Performance(real-time) vs account

    Dear Sir/Madam,

    Could you advice me pleae how I can set ninjatrader, so that I can see the real performance? I have been testing the strategy on real time(live) for a couple of months already but the performance data(information) is very different than the information presented by the accountant. I contacted tbe support center but didn't receive an answer to the problem.

    Also, I have looked up some videos on youtube about Ninjatrader Ecosystem. Professionals in the video show the performance of their automatic strategy and derive it like a result of the live test.

    I hope to get some assistence from you to resolve this problem. I thank you in advance and hope to hear from you soon.

  • NinjaTrader_ChelseaB
    replied
    Hello lwsco,

    In your script, have added a 1 tick series for 1 tick granularity?

    Are orders being submitted using 1 as the BarsInProgress parameter?

    Leave a comment:


  • lwsco
    replied
    At the end not onlythe Backtest is faulty ….we have other big difference:

    if today I start a strategy in realmode I have the exactly result...Tomorrow when I open the itself strategy I have false Yesterday indication on the chart.

    Sorry for this

    Leave a comment:


  • NinjaTrader_ChelseaB
    replied
    Hello Elshad,

    (edit)
    May I confirm you have added 1 tick granularity and this has not increased the accuracy of your script?

    If so, please send an email to platformsupport [at] ninjatrader [dot] com so that we may investigate the BarsInProgress used for entries and exits and test on our end.
    Last edited by NinjaTrader_ChelseaB; 02-26-2017, 07:53 PM.

    Leave a comment:


  • Elshad
    replied
    Could you advice me pleae how I can set ninjatrader, so that I can see the real performance? I have been testing the strategy on real time(live) for a couple of months already but the performance data(information) is very different than the information presented by the accountant. I contacted tbe support center but didn't receive an answer to the problem.

    Also, I have looked up some videos on youtube about Ninjatrader Ecosystem. Professionals in the video show the performance of their automatic strategy and derive it like a result of the live test.

    I hope to get some assistence from you to resolve this problem. I thank you in advance and hope to hear from you soon.

    Leave a comment:


  • NinjaTrader_ChelseaB
    replied
    Hello Elshad,

    There are differences between historical testing and live testing that are outlined in the help guide which I am linking below.

    Discrepancies: Real-Time vs Backtest -http://ninjatrader.com/support/helpG...ime_vs_bac.htm

    Historical data bars contain an open, high, low, close and do not contain any of the information in between. This can cause differences in your test.

    What you can do is increase the accuracy by adding 1 tick granularity to the script. This introduces the pricing of each tick allowing for accurate fills and the time of each tick so that orders are made at the correct time.

    Below is a link to an official reference sample that demonstrates how to add intra-bar granularity.
    https://ninjatrader.com/support/help...ipt_strate.htm

    Also, here is a link to the differences on real-time vs backtest (historical).
    http://www.ninjatrader.com/support/h...ime_vs_bac.htm

    As well as a link to the help guide on the Add() method.
    http://www.ninjatrader.com/support/h...s/nt7/add3.htm

    A link to the help guide on BarsInProgress.
    http://www.ninjatrader.com/support/h...inprogress.htm

    And a link to the help guide on Multi-Time Frame & Instruments. Please see the section 'How Bar Data is Referenced', and 'Accessing the Price Data in a Multi-Bars NinjaScript'.
    http://www.ninjatrader.com/support/h...nstruments.htm
    Last edited by NinjaTrader_ChelseaB; 06-24-2018, 03:04 PM.

    Leave a comment:

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