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Ninja Strategy gives diff results


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  #1 (permalink)
 emini_Holy_Grail 
Dallas,TX
 
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I have 2 strategies backtested, paper traded and also traded with market replay.
It is insane and all 3 results are very different, not even close to each other, esp backtest results are worthless.

And also the signals are diff in 2 PCs with same settings, same time frame. is anyone experience the same and any fix to this? I have tried delete historical data and tried with fresh data.


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  #2 (permalink)
 
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 max-td 
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unfortunaly thats "normal" in NinjaTrader !

in my eyes Market Replay is nearest to the reality.

Backtests are more for raw tests of setup- ideas.


max-td
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 Big Mike 
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emini_Holy_Grail View Post
I have 2 strategies backtested, paper traded and also traded with market replay.
It is insane and all 3 results are very different, not even close to each other, esp backtest results are worthless.

And also the signals are diff in 2 PCs with same settings, same time frame. is anyone experience the same and any fix to this? I have tried delete historical data and tried with fresh data.

As max said, it's normal. There are many quirks with backtesting. Unless you are an expert C# programmer, and are a successful trader already making money over a long term, then I encourage you to STOP with automation and focus on discretionary trading.

Otherwise, we would need a lot more info to try to help narrow down why your strategy does this. Posting the strategy itself would be best, but at minimum, would need to know the chart time and size, and a screen shot of the backtested Trades tab.

Mike




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  #4 (permalink)
 emini_Holy_Grail 
Dallas,TX
 
Experience: Intermediate
Platform: NinjaTrader, OpenQuant
Broker: Zaner/Zen Fire
Trading: ES,6E,6B,GC,CL
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Thks Max and Mike.
I didnt mean to autotrade but use startegy for testing and see how startegy can perform. I just started paper trading for few days and liek to see for a month. my fear is I get settings from backtested results that gives good results, like fast and slow MA, say 20/50 and do paper trade that gives bad results. what settings should I try then in paper trade? dont get the settings from backtest at all for paper trade? this is my main concern


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Last Updated on December 8, 2009


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