How to see strategy results with imported data?

[DarrylT]

Hi,

I'm converting a strategy from TradeStation into NinjaScript. To be sure the converted strategy is working correctly I'd like to create a chart in both TradeStation and NinjaTrader from the same Ascii data file, then compare the resultingtrades and stats from both TradeStation and NinjaTrader.

I've been able to import a data file into NinjaTrader and create a chart with it. The catch is - how can I apply the strategy to it and see trades and resulting stats from the imported historical data? The chart toolbar and right click menu support applying an indicator but not a strategy (using v6.0.0.5), with or without an active connection. Not sure how to proceed....

Thanks.

[NinjaTrader_Dierk]

Actually you want to backtest a strategy. This can be done by the strategy analyzer, which provides on option to see the backtested results on a chart.

You only can apply a strategy to a chart when you connected. The strategy then is applied to
a) the historical part of the chart and
b) incoming realtime data

[NinjaTrader_Ray]

Keep in mind, their are several differences between TS and NT when it comes to backtest -

- TS fills limit orders on price touch where NT requires the price to trade through
- I have seen TS produce different results than what I would expect crossing over session boundaries
- TS may generate orders earlier than NT depending on how you set up requirements for required number of bars for backtesting

Ray

[DarrylT]

Thanks for the pointer to the strategy analyszer, it looks quite comprehensive and powerful. And for the heads up on differences with TS - I think the trade through model is more realistic, glad to see NT using it.