Optimising Data Series

[NinjaTrader_ChelseaB]

Hello hdge4u,

Backtests are accurate up to the data used.

1-tick Intra-bar granularity for accurate order fills and optionally TickReplay for any indicators running with Calculate.OnPriceChange/.OnEachTick, will improve backtest (historical) results in comparison to real-time or playback.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/94098-isfirsttickofbar-vs-onbarclose-for-backtest-live?p=773377#post773377

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

[hdge4u]

Hello hdge4u,

Backtests are accurate up to the data used.

1-tick Intra-bar granularity for accurate order fills and optionally TickReplay for any indicators running with Calculate.OnPriceChange/.OnEachTick, will improve backtest (historical) results in comparison to real-time or playback.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/94098-isfirsttickofbar-vs-onbarclose-for-backtest-live?p=773377#post773377

https://ninjatrader.com/support/foru...nce#post100192

i get different results when using the system real time, via playback, real time; relative back test. i wish the back test under those specs you suggested where true because real time application relative back test are not even close. if you have a solution, im all ears.

[NinjaTrader_ChelseaB]

Hello hdge4u,

Does the strategy implement 1 tick granularity for accuracy with order fills?

Is TickReplay enabled for Calculate settings?

Does the test start and end on the same bar?

Is the data from the same source? (Are you recording playback from real-time?)

Please include the debugging output written to text files so that we may compare.

[PaulJC]

Please add my vote to SFT-1299, it would be very helpful to have this option available on HA charts

[NinjaTrader_ChelseaB]

Hello PaulJC,

Welcome to the NinjaTrader forums!

I have added your vote to SFT-1299 to optimize over custom bar type properties.

Please note, we receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing, so we cannot offer an ETA or promise of fulfillment.

When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number may be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.

Release Notes - https://ninjatrader.com/support/help...ease_notes.htm