Differing results

[CoopersFX]

Hey I have made a strategy and have been running it with minimal amounts of cash. When I right click on the strategy > Strategy Performance > Real Time to see the actual results of the strategy running verses looking at the Historical, there is always a difference, and always not in my favor.

I have the strat setup to run on only 5 days of data, and I've let it run for 5 days without interupting it.

Results:
Real Time = (2.02)
Historical = 21.44

This is utilizing roughly $40

Why is this, and better question, how can I get the results to be in my favor?

[NinjaTrader_AlanS]

Hello CoopersFX,

Thanks for writing in to our Support team.

You can refer to the comprehensive explanation in this forum post going over differences between real-time and historical strategy performance:
http://ninjatrader.com/support/forum...02&postcount=1

The way in which historical data is recorded on the historical data servers could also be different than what was recorded in real time, which can be partially responsible for the discrepancies in performance. An explanation for why data looks different after reloading all historical data on your charts can be found in our help guide here:
http://ninjatrader.com/support/helpG...aFromTheServer

A good place for you to start attempting to bring your historical and real-time results closer to each other would be to enable Tick Replay. Tick replay will ensure that the market data that went into building a bar is loaded in the exact sequence of market data events. This guarantees that your indicators and strategies are historically calculated tick-per-tick exactly as they would have been if the indicator/strategy was running live during a period.

You can find more information on how to enable tick replay here:
http://ninjatrader.com/support/helpG...ick_replay.htm

As far as getting the results to be in your favor, we are not able to offer you any trading advice, so I recommend you take a look through our forums to get a better idea of the strategy you are building and if there might be any ways to improve its performance.
There may even be some community members who are willing to work with you or offer assistance with your strategy development. Many community members have posted custom strategies that they have developed themselves on our forum, and NinjaScript representatives post indicators and strategies in this file sharing section on the forum as well. You can find the file sharing section of the forum here:
http://ninjatrader.com/support/forum...splay.php?f=37

Please let me know if I may be of any further assistance.