First off, this is my first post so I wanted to say that I delighted to join this forum. Being new to NinjaTrader (I use NT8), I have faced quite a few obstacles but found many answers on this forum thanks to the great support that you guys provide !
I just created my first strategy using a SuperTrend indicator for NT8 that I found in the User Apps. The strategy looks for Buy and Sell signals from the indicator and I opted to run it on 5min Heiken Ashi candles after finding promising results for this setting in the Strategy Analyzer. I live tested this strategy on SOXL today in the Sim101 account and found that the live trades thqt were executed executed did not match the trades made by the strategy backtested on today's data.
I noticed something: The Strategy Analyzer correctly executes simulated trades on the open of Heiken Ashi candles while the live trades were executed on the Open of "normal" candles. Note that I have correctly set the 5min Heiken Ashi data series both in the live and backtest settings of the strategy.
Below are two screenshots illustrating this issue on one same trade:
- The screenshot with one time series shows the trades generated by the Strategy Analyzer backtesting on today's data. Note how at 10:55 the short sell is executed at HA candle open @ 89.16
- The other screenshot shows the live trade executed in Sim101 today with two different background data series. The upper series shows Heiken Ashi candles and we see that the trade was not executed @ 89.16 (HA candle open). Instead, if you look at the lower series showing regular candles the trade was seemingly executed at the open of the regular bar @88.57.
Any help will be greatly appreciated.
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