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Different results between backtesting and demo trades
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Different results between backtesting and demo trades
Hello, guys, could you tell me, I trade on a 30 min bars. I've backtested my strategy and tried it on a demo simulation. The results are very different, I use very big stop losses and targets 400$ and 500$. What could be the reason? I think slippage in this case is not sufficient...Tags: None
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Hello U0000999, thanks for your post.
In the strategy analyzer, you can enable a high-resolution order fill. That can give better order fill estimations on historical data. Can you run a backtest with this set to "High" "1 minute" or "1 tick"?
I look forward to assisting.Chris L.NinjaTrader Customer Service
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Hello U0000999, thanks for your reply.
If you want to include slippage it's your choice. The slippage value is a measure of ticks that each execution will deviate from. I couldn't say what average amount of slippage you will see on a given market, It would be a better question for one who has traded the commodity in the past.
Kind regards.Chris L.NinjaTrader Customer Service
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