Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Strategy Question

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    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?

    #2
    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:

    http://ninjatrader.com/support/helpG...ime_vs_bac.htm
    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_PatrickG View Post
      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:

      http://ninjatrader.com/support/helpG...ime_vs_bac.htm
      Thanks Patrick.

      How far off do you think they would be (and estimated guess would be fine).? 5% 10% 80%?

      Thanks.

      Comment


        #4
        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
        Patrick G.NinjaTrader Customer Service

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by dr0832, Today, 07:02 PM
        0 responses
        1 view
        0 likes
        Last Post dr0832
        by dr0832
         
        Started by mlurskint8, Today, 05:27 PM
        3 responses
        15 views
        0 likes
        Last Post NinjaTrader_ShawnB  
        Started by SteveTheCPA, Today, 04:54 PM
        0 responses
        5 views
        0 likes
        Last Post SteveTheCPA  
        Started by Unsuitable, Today, 02:42 PM
        2 responses
        9 views
        0 likes
        Last Post Unsuitable  
        Started by ralett, Today, 11:52 AM
        4 responses
        25 views
        0 likes
        Last Post ralett
        by ralett
         
        Working...
        X