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IB Backtesting and Data Feeds

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Germany
 
Trading Experience: Intermediate
Platform: Other
Favorite Futures: ES, YM, 6E
 
Posts: 2,665 since Feb 2013
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RAM011558 View Post
Hi,

This is likely a common problem but I have not yet found a solution. I am using Interactive Brokers along with NinjaTrader. The strategy is fairly simple in that it uses moving averages crossovers. I am finding that the positions of these moving averages do not match when using a live feed VS historical data. I am assuming that this is due to the fact that in live, I am receiving tick data but in back test, I am only receiving OHLC bar data. Is this the case? How can this be overcome such that I can use the results of my back testing in real time? Forgive if this is simplistic as I am relatively new to this. Thank you for the help.

The short version: Stop considering IB data as a surrogate for a real-time data feed.

If you bother to use the FIO search then you virtually find hundreds of posts that
clarify the differences.

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