Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Different results between backtesting and demo trades
Collapse
X
-
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
-
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
-
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
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by ZenCortexCLICK, Today, 04:58 AM
|
0 responses
1 view
0 likes
|
Last Post Today, 04:58 AM | ||
Started by sidlercom80, 10-28-2023, 08:49 AM
|
172 responses
2,279 views
0 likes
|
Last Post
by sidlercom80
Today, 04:40 AM
|
||
Started by Irukandji, Yesterday, 02:53 AM
|
2 responses
17 views
0 likes
|
Last Post
by Irukandji
Today, 03:55 AM
|
||
Started by adeelshahzad, Today, 03:54 AM
|
0 responses
4 views
0 likes
|
Last Post
by adeelshahzad
Today, 03:54 AM
|
||
Started by Barry Milan, Yesterday, 10:35 PM
|
3 responses
13 views
0 likes
|
Last Post Yesterday, 11:58 PM |
Comment