NexusFi: Find Your Edge


Home Menu

 





Ninja Strategy gives diff results


Discussion in NinjaTrader

Updated
    1. trending_up 3,409 views
    2. thumb_up 1 thanks given
    3. group 0 followers
    1. forum 3 posts
    2. attach_file 0 attachments




 
Search this Thread
  #1 (permalink)
 emini_Holy_Grail 
Dallas,TX
 
Experience: Intermediate
Platform: NinjaTrader, OpenQuant
Broker: Zaner/Zen Fire
Trading: ES,6E,6B,GC,CL
Posts: 596 since Nov 2009
Thanks Given: 176
Thanks Received: 126

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.


Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Khamenei Vetoes Uranium Transfer as Peace Odds Surge to …
Prediction Markets & Event Contracts
The Backwardation Signal: How the CL Futures Curve Tells …
Commodities
Weekend Update: First Qatari LNG Transit Attempted -- IR …
Traders Hideout
Five Days Until the Gap Dies -- CME Goes 24/7 on All Dig …
Traders Hideout
MegaETH Proves the Crowd Right: Prediction Markets Calle …
Prediction Markets & Event Contracts
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Sober Journey With S&P
21 thanks
2026 Jlab journal
10 thanks
Algo automated / semi-automated trading anyone?
6 thanks
Lady Vols Primer: Trading Volatility Journal
6 thanks
2026 Fire Horse
5 thanks
  #2 (permalink)
 
max-td's Avatar
 max-td 
Frankfurt
 
Experience: Intermediate
Platform: NinjaTrader
Trading: FGBL 6E B4
Posts: 1,752 since Jun 2009
Thanks Given: 2,309
Thanks Received: 927

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
Reply With Quote
  #3 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,669 since Jun 2009
Thanks Given: 33,669
Thanks Received: 102,557



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




We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on X Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #4 (permalink)
 emini_Holy_Grail 
Dallas,TX
 
Experience: Intermediate
Platform: NinjaTrader, OpenQuant
Broker: Zaner/Zen Fire
Trading: ES,6E,6B,GC,CL
Posts: 596 since Nov 2009
Thanks Given: 176
Thanks Received: 126

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


Started this thread Reply With Quote




Last Updated on December 8, 2009


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts