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| Automated Trading Support for automated trading systems using NinjaScript. Support for our ATI (Automated Trading Interface) used to link an external application such as TradeStation and eSignal to NinjaTrader. |
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05-02-2007, 02:16 PM
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Junior Member
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Do you have the same problem as mine?
Even when I use the same data set, same range, same setup, same strategy, the signals that I got from Backtesting and Live Testing are not the same. Anyone know why is there the difference? |
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05-03-2007, 12:57 AM
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
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You can't expect results from a backtest to be the same in real-time, even if you are using the same data set. There are many variables. One is the order simulation in real-time is vastly different than the backtest order fill algorithm.
Ray
Ray
NinjaTrader Customer Service |
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05-03-2007, 03:45 AM
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#3 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
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Please see this new section of our Help Guide.
http://www.ninjatrader-support.com/H...sBacktest.html Ray
Ray
NinjaTrader Customer Service |
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