I'm very familiar with the topic in the NinjaTrader guide: Discrepancies: Real-Time vs Backtest (so please don't point me to the link), but the results with Live SIM and Backtest are so incredibly different that makes all backtest/optimization/walk forward truly useless.
Has someone developed any technique or methodology to help make the NT backtest feature to provide data at least slightly closer to Live Sim in order to obtain a proper understanding of a strategy performance?
How other people are using the backtest funcionality? There must have someone out there that figured out 'better ways' to use Backtest. Can you tell me how you use backtest and how you are making any valuable conclusion on the results?
Thanks for any help!
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