Additional data in the backtest (NT8)

[Yannick]

Hi ,

I use additional data series for each indicator as well as for GetCurrentBid (see attachment).
But I get different results in the backtest if I change the time.
How can that be ?

Best Regards

[NinjaTrader_Jesse]

Hello,

By changing the time you are also likely changing the way your logic is executing, I would generally expect different results if the data series settings have been changed. I would need more specific details on what was different to know how that affected the strategy.

One other item that would be different from realtime in that situation is that GetCurrentBid returns the close in historical data which would be in the backtest.

https://ninjatrader.com/support/help...=getcurrentbid

I look forward to being of further assistance.

[Yannick]

I actually added an additional data series everywhere. Therefore I cannot explain the different results in the backtest.
I uploaded the strategy again. Maybe you can help me

Best regards

[NinjaTrader_Jesse]

Hello Yannick,

I actually added an additional data series everywhere. Therefore I cannot explain the different results in the backtest.

I am not certain I understand what you mean. Do you mean that you added it to the strategy and indicators it uses?

Can you provide more detail on what your expectation is for the tests that you are doing? Are you expecting that comparing different timeframes that you see the same results?

I looked at the strategies code and see you are using indicators and also time conditions. If you change the time of the bar series that could affect the time conditions. if you use any interval which does not correspond with a bar time the condition may work differently than it did previously.
If the indicator values are affected by changing the time that would also change the result of the orders because they rely on the indicators as part of the condition.

There are multiple conditions here that you can check for differences to know why those tests were different. Generally you can use Prints to determine if the script processed the same and had seen the same data. I see that you have some prints, are you seeing that they are printing differently in your tests? If so, we should expect differences in the results as well.

I look forward to being of further assistance.