I have built some strategies in Ninja Trader which are showing excellent backtest results especially when walk forward optimised. However when I run them live over a certain period the results are very different to when I back test over the same period.
1, One of the main problems is that when running the strategy live it will open multiple trades all at the same time. Is there a way to make sure the strategy only opens one trade per candle or only one trade at one time?
Also can you think of a reason why the backtest would be so different to the live trading. The strategy is based around bollinger band range trading using the outer band to open trade and inner band to close trade on the 1min to 10min chart.?
Also as a side question, is there a way to set the strategy so it only runs on certain days of the week. E.g Monday and Friday only?
Many thanks for your support
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