The thing is that I put it live with a sim account, I trade from 9:07 AM to 21:19 PM Spanish time.
At the end of the day I downloaded the market data and made an analysis with the strategy analyzer with the same start and end time with the same parameters and it gave me quite different results.
then I put my strategy in market replay and it also gave me different results than when I traded live.
the results of the replay are quite similar to the analyzer but in live the results are disastrous many trades coincide in the time that is executed but others do not.
I use UNIRENKO charts and buy and sell to market with a limit order.
I am attaching some EXEL exported from ninjatrader of the results and trades made from live trades, with strategy analyzer and market replay.
so that you can check the results and trades and tell me how I can solve this problem.
I would like to be able to analyze a strategy and get results more or less equal to my backtesting, or at least 99% similar.
PS: the instrument and the parameters are the same, in fact I did a test of the MES instrument and the same thing happened to me, the results are totally different.
Can you help me?
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