How to Backtest?

[timmbbo]

Hi there, I'm having the issue of my back testing results, not matching my real-time results. I've read the Help on this issue, such as:

https://ninjatrader.com/support/helpGuides/nt7/zordertype.htm?discrepancies_real_time_vs_bac.htm

and it's helpful, but incomplete. I understand nothing can exactly mimic the real-time environment, but if I'm testing by a tick-by-tick replay, is that as close as I can get to mimicking real-time? Or, is there something else I can do to increase the quality of my tick-by-tick replay testing? For instance, does the replay speed matter?

Thanks.

[NinjaTrader_AlanP]

Hello Timmbbo,

Thank you for your note.

Replay speed will have no impact on results.

Please the following reference sample on Backtesting NinjaScript Strategies with an intrabar granularity,

http://ninjatrader.com/support/forum/showthread.php?t=6652

Please let us know if you need further assistance.