⭐ laser1000it Posted June 23, 2018 Report Share Posted June 23, 2018 It seems the Backtest in Ninjatrader 7 are all wrong. I've tested some strategy and I've seen the final resut is big different from reality. I'll explain it better: Monday I've launched in RealMode a strategy and stopped at Friday. I got a final result. Today (Saturday) I start a backfill and the result is big different than the Real Mode. Where am I wrong? it seems impossible this mistakes for a professional platform as NT. Have you also seen these differences? PLS share your experiences regarding this issue. NB: in Real Mode I 've used timeframe 5 min and/or Renko Quote Link to comment Share on other sites More sharing options...
⭐ nadjib Posted June 23, 2018 Report Share Posted June 23, 2018 you can use https://strategyquant.com much batter Quote Link to comment Share on other sites More sharing options...
⭐ laser1000it Posted June 23, 2018 Author Report Share Posted June 23, 2018 you can use https://strategyquant.com much batter Thanks but I need testing some NT strategy. It does not seem to me that SQ can help me. Quote Link to comment Share on other sites More sharing options...
⭐ JDizzle22 Posted June 23, 2018 Report Share Posted June 23, 2018 You should load tick data in the strategy and then place the orders on the tick data instead of the main time frame ⭐ laser1000it 1 Quote Link to comment Share on other sites More sharing options...
orfila Posted June 23, 2018 Report Share Posted June 23, 2018 Was the result you got after the backfill better than real mode? a few ideas : are you basing the strategy on a higher time frame and/or larger renko bars? are you using the open for entries? Is your system redrawing? ⭐ laser1000it 1 Quote Link to comment Share on other sites More sharing options...
⭐ laser1000it Posted June 23, 2018 Author Report Share Posted June 23, 2018 Was the result you got after the backfill better than real mode? a few ideas : are you basing the strategy on a higher time frame and/or larger renko bars? are you using the open for entries? Is your system redrawing? Many thanks Orfiila for your replay, I have take this strategy: https://www.sendspace.com/file/hkonpo Whit this CS I've got in this week a quite positive return. But how you can see the backfill show a result big different tested on FGBL 09-18 Renko 9 ………..defaut strategy parameter except: V1=25 ; Min Bar Required = 2 I am aware this strategy will most likely be a loser after a severe test ... but I do not understand the difference between backfill and realmode. Quote Link to comment Share on other sites More sharing options...
lbf4223 Posted June 23, 2018 Report Share Posted June 23, 2018 (edited) ...................... Edited June 26, 2018 by lbf4223 Quote Link to comment Share on other sites More sharing options...
⭐ JDizzle22 Posted June 23, 2018 Report Share Posted June 23, 2018 You didn't mention how much slippage you're giving your trade entry signals in backtesting. If it's not to the level of what you observed in real-time, that's most likely the reason for the difference. That won't give you better results with your current issue--you need to load a secondary data series, 1 tick data, and then when you use your enter (ex. EnterLongLimit), the BarsInProgress needs to be set to the 1 tick data series. This will give you pretty close to realistic. Quote Link to comment Share on other sites More sharing options...
lbf4223 Posted June 24, 2018 Report Share Posted June 24, 2018 (edited) ............... Edited June 26, 2018 by lbf4223 ⭐ laser1000it 1 Quote Link to comment Share on other sites More sharing options...
⭐ JDizzle22 Posted June 24, 2018 Report Share Posted June 24, 2018 Not in a backtest. You are completely wrong. ⭐ laser1000it 1 Quote Link to comment Share on other sites More sharing options...
⭐ laser1000it Posted June 24, 2018 Author Report Share Posted June 24, 2018 Thanks for your replay...in anycase I have understood nothing. PLS clarify with screenshot example as I can proceed. So PLS give me an example of s*tupid proof that I will copy. At the end next Friday night I can launch the backtest which must be as similar as possible to realmode Quote Link to comment Share on other sites More sharing options...
⭐ laser1000it Posted June 26, 2018 Author Report Share Posted June 26, 2018 This is Monday 25 June 2018 real mode result This is what I see when I today open the Platform. The different is BIG. At this point after all the above issue I am still. Quote Link to comment Share on other sites More sharing options...
mike83 Posted June 26, 2018 Report Share Posted June 26, 2018 which indi u backtesting? Quote Link to comment Share on other sites More sharing options...
⭐ laser1000it Posted June 26, 2018 Author Report Share Posted June 26, 2018 (edited) which indi u backtesting? See post #6 (strategy not ind) Update: related to post #12 I referred to what I sse in the chart the day after ...I have not talked about anybody backtest I don't know how you cantrade with Ninjatrader but from what I find out it's a platform to throw in the trash Edited June 26, 2018 by laser1000it Quote Link to comment Share on other sites More sharing options...
lbf4223 Posted June 26, 2018 Report Share Posted June 26, 2018 (edited) ........... Edited June 26, 2018 by lbf4223 duplicate post Quote Link to comment Share on other sites More sharing options...
lbf4223 Posted June 26, 2018 Report Share Posted June 26, 2018 laser1000it, this is the example you want to look at from the NT website. https://ninjatrader.com/support/forum/showthread.php?t=6652 ⭐ laser1000it 1 Quote Link to comment Share on other sites More sharing options...
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