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Trade Performance or Strategy Performance (check strategy real time demo).

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    Trade Performance or Strategy Performance (check strategy real time demo).

    Hello good day.
    I am testing an automated strategy in real time. To check if they more or less have a positive correlation with the historical tests.

    I use a demo connection and I am testing the system. What "results" should i consider most realistic?

    1. "Strategy Performance" in "strategy tab".

    2. "Trade Performance / account configured"

    Is it advisable to test multiple systems at the same time? (each strategy has an account configured) (since I am afraid that something may change due to "synchronization" (which I have in "false"). That each strategy is totally isolated from the others, so one in each account .

    Regards and thanks.

    #2
    Hi samir, thanks for your question.

    Orders filled on historical data can differ from orders filled in real-time. The accuracy of the "backfill algorithm" can be improved if you use a set "Order Fill Resolution" to "High" and set the series to 1 tick. If your strategy places orders that rest at a certain price point (stop losses, profit targets, etc), the high-resolution data series will be used to determine if the order should be filled or not.

    If you are looking at only trades made in real time, either the strategy performance or trade performance will display the same results.

    It is OK to test multiple strategies at the same time as long as they are on a separate account or running on a different instrument.

    Please let me know if I can assist any further.
    Chris L.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_ChrisL View Post
      Hi samir, thanks for your question.

      Orders filled on historical data can differ from orders filled in real-time. The accuracy of the "backfill algorithm" can be improved if you use a set "Order Fill Resolution" to "High" and set the series to 1 tick. If your strategy places orders that rest at a certain price point (stop losses, profit targets, etc), the high-resolution data series will be used to determine if the order should be filled or not.

      If you are looking at only trades made in real time, either the strategy performance or trade performance will display the same results.

      It is OK to test multiple strategies at the same time as long as they are on a separate account or running on a different instrument.

      Please let me know if I can assist any further.
      Ok, so the most realistic method is Strategies Tab / Strategy / Strategy performance / realtime. ?

      In "trade performance" is a historical data backtets? (but not from real trades?).
      Last edited by samir; 05-15-2020, 05:00 AM.

      Comment


        #4
        Hi samir, thanks for your reply.

        ​​​​​​Trade Performance will only show trades made in real time. If you right click>Strategy Performance>Real time, the real time trades the strategy made will be displayed as well. The difference is the Trade Performance will also show trades completed manually. Strategy Performance will only display trades made by the strategy.

        Please let me know if I can assist any further.

        Chris L.NinjaTrader Customer Service

        Comment

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