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Posts Made By:
patbateman
Forum:
NinjaTrader
April 29th, 2012, 11:32 PM
Replies:
18
Trouble with LIVE v. BACKTEST
Views:
8,751
Posted By
patbateman
No I call it 'practically identical.' All but one...
No I call it 'practically identical.' All but one of the trades were within the hour. The reason why one of the trades was missing was because the replay had one open position at the end of the...
Forum:
NinjaTrader
April 29th, 2012, 06:53 PM
Replies:
18
Trouble with LIVE v. BACKTEST
Views:
8,751
Posted By
patbateman
Attached are screenshots of the YM in replay and...
Attached are screenshots of the YM in replay and backtest. They are piratically identical.
However, the ES in backtest v. replay are not the same. I'm going to compare the price data of the ES in...
Forum:
NinjaTrader
April 29th, 2012, 02:34 PM
Replies:
18
Trouble with LIVE v. BACKTEST
Views:
8,751
Posted By
patbateman
Zing!
Zing!
Forum:
NinjaTrader
April 29th, 2012, 01:15 AM
Replies:
18
Trouble with LIVE v. BACKTEST
Views:
8,751
Posted By
patbateman
To make things even more amazingly confusing,...
To make things even more amazingly confusing, here is what happened...
I ran the system on a different contract, this time the Dow (YM). The backtest and the replay are 99.999% identical.
I...
Forum:
NinjaTrader
April 28th, 2012, 06:54 PM
Replies:
18
Trouble with LIVE v. BACKTEST
Views:
8,751
Posted By
patbateman
When I adjust the "min bars required" field in...
When I adjust the "min bars required" field in strat analyzer, the results vary hugely. They all have similar performance data, however the trades are very different. I suppose I should of picked up...
Forum:
NinjaTrader
April 28th, 2012, 06:47 PM
Replies:
18
Trouble with LIVE v. BACKTEST
Views:
8,751
Posted By
patbateman
Update... my algo is showing different values....
Update... my algo is showing different values. Attached is a screen shot of backtest versus replay output for the same time period. Combined with the information that both scenarios are producing...
Forum:
NinjaTrader
April 28th, 2012, 05:44 PM
Replies:
18
Trouble with LIVE v. BACKTEST
Views:
8,751
Posted By
patbateman
Okay. A little confused by what you said frankly,...
Okay. A little confused by what you said frankly, however in backtesting I ran market orders only, and in live I ran limit AND market orders. Both generated similar results (live).
Forum:
NinjaTrader
April 28th, 2012, 05:10 PM
Replies:
18
Trouble with LIVE v. BACKTEST
Views:
8,751
Posted By
patbateman
Here's what I'm going to do in the next hour to...
Here's what I'm going to do in the next hour to try and solve this...
Retest the market replay and see if I get differing results Analyze the market replay's indicator output versus static versus...
Forum:
NinjaTrader
April 28th, 2012, 04:57 PM
Replies:
18
Trouble with LIVE v. BACKTEST
Views:
8,751
Posted By
patbateman
Trouble with LIVE v. BACKTEST
Hello all,
I put a new system of mine (60 minute chart, non intraday) through market replay after testing it via strategy analyzer, and had differing results.
I undertand this is not uncommon...
Showing results 1 to 9 of 9
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