Custom Automatic Strategy not syncing with Playback/Demo Account

daywalker1970

Junior Member

Join Date: Dec 2021

Posts: 1
#1

Custom Automatic Strategy not syncing with Playback/Demo Account

12-04-2021, 05:44 PM

Hello Team, I coming across a situation where my custom automatic strategy against an index shows positive P/L in "Strategy Performance". However, when I playback the Historical Data period from the same strategy it seems like the buy and sell execution is way off causing my P/L to disappear.

Any help is kindly appreciated.

Thank You
Lawaris
Tags: None
NinjaTrader_ChelseaB

NinjaTrader Customer Service

Join Date: Dec 2012

Posts: 22008
#2

12-05-2021, 02:35 PM

Hello Lawaris,

Welcome to the NinjaTrader forums!

Below I am providing a link to a forum post that details differences between real-time, backtest, and playback, and how to write information to file to understand specifically what is causing differences.

Comparing real-time, historical, and replay performance - NinjaTrader Support Forum

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/100192-comparing-real-time-historical-and-replay-performance#post100192

Citizens of the NinjaTrader Community, A common question we hear from clients is 'why are results from backtest different from real-time or from market replay?'. Live orders are filled on an exchange with a trading partner on an agreed upon price based on market dynamics. Backtest orders are not using these market dynamics.

Key points are the Calculate setting, 1-tick intra-bar granularity, and TickReplay.

Chelsea B.NinjaTrader Customer Service
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Custom Automatic Strategy not syncing with Playback/Demo Account

Custom Automatic Strategy not syncing with Playback/Demo Account

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