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Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer.

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Old 05-05-2012, 08:17 AM   #1
wallsteetking
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Default Market Data and Slippage advice help needed

I have developed trading system that works great when back tested. However, once I put slippage the system does not work anymore.

How can I Emulate the same results that I get from the strategy analyzer (when slippage is turned off) into the real market.

All I want to do is run this system the same way as Ninjatrader sees it. So
1) where can I get supper fast Execution <- who offers it (hedge fund style)
2) clean data ( I want clean market data for ES mini. I dont want errors in my data)

Money is not an issue. please don't tell me it not possible ....It is possible it probably will cost a lot money but i am willing to spend it for this system.

To summarize, I just want to 100% Emulate what Ninjatrader does in backtesting into real time trading.
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Old 05-06-2012, 05:23 AM   #2
koganam
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Originally Posted by wallsteetking View Post
I have developed trading system that works great when back tested. However, once I put slippage the system does not work anymore.

How can I Emulate the same results that I get from the strategy analyzer (when slippage is turned off) into the real market.

All I want to do is run this system the same way as Ninjatrader sees it. So
1) where can I get supper fast Execution <- who offers it (hedge fund style)
2) clean data ( I want clean market data for ES mini. I dont want errors in my data)

Money is not an issue. please don't tell me it not possible ....It is possible it probably will cost a lot money but i am willing to spend it for this system.

To summarize, I just want to 100% Emulate what Ninjatrader does in backtesting into real time trading.
It does not matter how much money you throw at it: backtest is NOT live trading, so you cannot expect to get the same results. Instead of regaling you of the many differences, quite apart from the information in the NT documentation, here is some Google Fu: https://www.google.com/search?hl=en&...+does+not+work

The only real use of backtesting is to isolate a POSSIBLY viable setup, and eliminate the no-hopers. If a system does not work in backtest, there is a probability, bordering on certainty, that the system will not work in live market conditions.
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