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Same backtesting with NT7 and NT8

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    Same backtesting with NT7 and NT8

    Hi,

    As I migrate from NT7 to NT8, I backtested (Market replay) my trading strategy with NT7 then with NT8 obtaining very different results. I also broke down the strategy to backtest indvidual parts, but the NT7 & NT8 results were still very different.

    To simplify things, I then decided to backtest just a simple MA crossover, first with NT7, then with NT8 and the results were still very different. Is this to be expected or am I doing something wrong?
    Thanks

    #2
    I'm not sure what you are doing exactly, but I was in the ball park enough over 3 years of data that I was happy. It looked like a few entry and exit differences which caused different paths, but the rest of the 95% looked the same.

    Comment


      #3
      Hello 2Look4Me,

      Thanks for opening the thread.

      Sledge brings up a good point of looking at results that are in a ballpark range of being close.

      There are differences in the way data gets recorded in which you may have a different data set to begin with which can create diverging results.

      I posted about this in a similar thread recently. The major key to take away is that similar results between NinjaTrader 7 and NinjaTrader 8 are be expected, but exact results require the exact same data and the same order fill processing as well as the exact same strategy logic.

      You can find this thread here: http://ninjatrader.com/support/forum...d.php?t=101382

      If you have any additional questions, please don't hesitate to ask.
      JimNinjaTrader Customer Service

      Comment


        #4
        Thanks Sledge, that's reassuring. If I could get anywhere near the 95% your mentioned, I'll be happy. I was getting a bit frustrated, but with your reply I'll go ahead and break it down further. As long as I was not missing out on any settings changes that I need to do with NT8.

        Comment


          #5
          Jim, Thanks for providing the link.
          I didn't migrate the historical data to NT8. So regardless of which 3rd party the historical data is downloaded from, once migrated to NT8 and using the same strategy logic, I should be getting close enough results between NT7 and NT8. Is that correct to assume?

          Comment


            #6
            Hello 2Look4me,

            Thanks for your reply.

            Yes, you are correct in assuming that once you migrate your data from NinjaTrader 7 to NinjaTrader 8 via the migration process your backtest results will not be exactly the same but very similar.

            Please let me know if I may be of any further assistance.
            Alan S.NinjaTrader Customer Service

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