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#1 |
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Senior Member
Join Date: Feb 2009
Location: Redwood Shores, CA
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I want to backtest/simulate my strategy against the reality of fast moving markets like what happened recently with the 6E on 12/4/2009 after a news event caused a good deal of volatility in that market which was very fast moving.
Does the parameters within Tools -> Options -> Simulator apply to backtesting? Or is your definition of "Simulator" apply only to realtime right edge of charts (i.e., one cannot simulate delays of exchange being really slow to emulate fast moving markets back in time - like 12/4/2009 on the 6E where your orders don't get processed as fast as you'd like)? JD |
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#2 |
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Senior Member
Join Date: Feb 2009
Location: Redwood Shores, CA
Posts: 174
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I just noticed this thread here where Dierk chimed in regarding differences one can see between Sim and Replay modes:
http://www.ninjatrader-support2.com/...delay+exchange Is it safe to say that Backtest engine would be closer to Replay engine with regards to trading results back in time vs. the Sim engine (i.e., the delay settings would be 0 vs Sim using the values in the Simulator tab)? JD |
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#3 |
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NinjaTrader Product Manager
Join Date: May 2007
Location: Denver, CO
Posts: 17,458
Thanks: 1
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JD,
Generally speaking in terms of what is most realistic, this is how it stacks: Live/real trading > Replay > Backtest
Josh
NinjaTrader Customer Service |
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| Tags |
| accuracy, backtester, simulator, strategy |
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