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I do not have an accurate percentage of discrepancy I could provide as it would largely be up to the logic you use and also how the analyzer evaluates the logic written.
You can start to judge differences between live performance and backtesting by looking at the discrepencies page I provided, but to be judge accurately you would need to run your strategy in a backtest and then run it over that period of time live to calculate a percent
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Originally posted by NinjaTrader_PatrickG View PostThe Strategy Analyzer tests your strategy on historical data. This will most likely not be identical to real-time playback results when using Market Replay.
Market Replay can calculate and execute intra-bar, where as historical bars in the Strategy Analyzer cannot.
Please review the following help guide page. Exchange the word 'Real-time' with 'Market Replay' to understand the difference between replay and historical testing:
http://ninjatrader.com/support/helpG...ime_vs_bac.htm
How far off do you think they would be (and estimated guess would be fine).? 5% 10% 80%?
Thanks.
Leave a comment:
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The Strategy Analyzer tests your strategy on historical data. This will most likely not be identical to real-time playback results when using Market Replay.
Market Replay can calculate and execute intra-bar, where as historical bars in the Strategy Analyzer cannot.
Please review the following help guide page. Exchange the word 'Real-time' with 'Market Replay' to understand the difference between replay and historical testing:
Leave a comment:
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Strategy Question
I build a simple moving average cross over strategy - cross over sell, cross over again buy.
If I test it in Strategy Analyzer from 1-1-2015 to 12-21-2015 and I get X results I should get the same results if I test it in Market Replay going form 1-1-2015 to 12-21-2015 correct?
The strategy analyzer tests the strategy against real data from X to X date correct?Tags: None
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