Data discrepancies

[litamm89]

Hello!

I hope this is the right place to post and not strategy development!

I am testing a couple strategies while using my real account as well.

They all have the same entry points with a crossover.

However, the simulated accounts get in almost a full point sooner than my real account. This puts my real money account in a severe disadvantage as it now has to reach a point higher in the same direction and this is a scalping strategy. Using the RTY thats about 10 ticks. What might be causing this and how can I alleviate this?

[NinjaTrader_Jim]

Hello litamm89,

Thanks for your question.

If you see the signals are generated to submit orders at the same time, then the only other factors involved with getting the order filled would involve the order's path to get filled after submission. Sim accounts are local on your PC, some random delays are added between switching order states, but the order stays on your PC. Live orders would have to leave NinjaTrader, and reach the broker's order routing server and exchange before getting filled. The difference in order travel time would increase likelihood of slippage.

To put this to the test: You can run the strategy simultaneously on a Sim101 account, and live account, enabling at the same time. Then you can check the Log tab of the Control Center and reference order submissions and note the timestamp of the order submission time to confirm orders were submitted at roughly the same time. You can also reference the time of the order fill to see when the order fills. Increased time between submission and fill would make the order more likely to slip.

I have attached some screenshots showing what to look for for submitted and filled order times.

We look forward to assisting.

[litamm89]

Jim,

That makes complete sense thank you for your response.

With that being said what are some steps I can take to decrease the time between submission and getting filled?

[NinjaTrader_Jim]

Hello litamm89,

Many users consider using a Virtual Private Server to have NinjaTrader running on a machine that is closer to the broker and exchange, and this can help reduce latency with live order submissions. Our EcoSystem does have some VPS services that you can look into as well.

If those services interest you, I can have a representative of the EcoSystem post here with more information on how you can find those services. Just let me know.