Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
With the information provided its even hard to provide a wild guess. Did you use the exact same settings with the Playback mode and the strategy? Then I'm thinking about the playback settings, the strategy's Bar Magnifier, whether the strategy uses intra-bar order generation, and there are probably more nuances than this.
I don't know if it will help, I am not an expert with NT 7 but I have observed a big difference in the fills between market replay and SIM trading and live trading.
In market replay the fill are too good. They are like if you had absolutely not latency in your connection with the market (0 slippage). In SIM vs real trading their are by far worst. Based on my experience the "real" results will be somewhere in between.
For example on 200T bars on CL the SIM gave me in average 5 or 7T of slippage based on how fast the market is, in live the slippage is more like 2 or 3T. In market replay it is almost 0 (not realistic).
R.I.P. Olivier Terrier (aka "Okina"), 1969-2016.
Please visit this thread for more information.