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BigDog008
03-20-2009, 10:22 AM
I seem to be getting significantly different results when running a back test vs a live simulation test...

for example today, running in a live sim, my strategy is down $300.... but if I backtest the exact same time period for today, I should be up $1087.5....

any ideas on why the significant discrepancy?

also, fwiw... i'm doing market orders in both instances

NinjaTrader_Josh
03-20-2009, 10:53 AM
BigDog008,

Backtesting and real-time trading is never the same. Please see this article: http://www.ninjatrader-support.com/HelpGuideV6/DiscrepanciesReal-TimeVsBacktest.html