when i use this strategy in the analyzer i get trades that are not happening in real time... what can I do to get as much accurate results from backtesting it?
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Hello babouin,
Thanks for your post.
NinjaTrader Renko bars utilize "RemoveLastBar" functionality to repaint the open of the bar. This cannot be accurately simulated with historical data which just represents the completed bars. Because of which, there will always be differences between how a Renko strategy backtests against historical data and how the strategy performs with realtime data.
Some custom Renko BarsTypes aim to get around this, but we cannot provide much comment on how well custom Renko bars work with backtesting as we have not created these.
For comparing Renko strategy results between historical and realtime, I would suggest not to do it, and to focus on comparing the Renko's realtime strategy performance against a similar test using Market Replay data in the Playback Connection.
Playback - https://ninjatrader.com/support/help...connection.htm
If you want to backtest Renko bars with consistency between historical and realtime data, I may suggest consulting the developers of the custom Renko bars to see if their BarsType would yield the same results when that BarsType is backtested.
Please also see this short publicly available video which highlights explains challenges with backtesting Renko bars - https://www.youtube.com/watch?v=-hmEsy_TZno
I look forward to assisting.JimNinjaTrader Customer Service
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