NexusFi: Find Your Edge


Home Menu

 





Different results after "Recalculate strategy".


Discussion in MultiCharts

Updated
      Top Posters
    1. looks_one Jura with 1 posts (1 thanks)
    2. looks_two Okina with 1 posts (1 thanks)
    3. looks_3 Blash with 1 posts (0 thanks)
    4. looks_4 Dzam with 1 posts (1 thanks)
    1. trending_up 1,449 views
    2. thumb_up 3 thanks given
    3. group 3 followers
    1. forum 3 posts
    2. attach_file 2 attachments




 
Search this Thread

Different results after "Recalculate strategy".

  #1 (permalink)
Dzam
Barcelona
 
Posts: 8 since Dec 2015
Thanks Given: 3
Thanks Received: 1

On playback mode i see some results, but if i click "Recalculate strategy" i have another results.

Attached Thumbnails
Click image for larger version

Name:	After.png
Views:	189
Size:	96.5 KB
ID:	209148   Click image for larger version

Name:	Before.png
Views:	200
Size:	109.1 KB
ID:	209149  
Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
ZombieSqueeze
Platforms and Indicators
Exit Strategy
NinjaTrader
NexusFi Journal Challenge - April 2024
Feedback and Announcements
Better Renko Gaps
The Elite Circle
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Get funded firms 2023/2024 - Any recommendations or word …
61 thanks
Funded Trader platforms
39 thanks
NexusFi site changelog and issues/problem reporting
26 thanks
The Program
18 thanks
GFIs1 1 DAX trade per day journal
18 thanks
  #2 (permalink)
 
Blash's Avatar
 Blash 
Chicago, IL
Legendary Market Chamois
 
Experience: None
Platform: NT8,NT7,TWS
Broker: InteractiveBrokers, S5T, IQFeed
Trading: The one I'm creating in the present....Index Futures mini/micro, ZF
Posts: 2,311 since Nov 2011
Thanks Given: 7,341
Thanks Received: 4,518


Dzam View Post
On playback mode i see some results, but if i click "Recalculate strategy" i have another results.

IMHO it's a never ending cycle of "stuff" like that as a backtester........ I suggest research the market for high probability trades instead.......

Ron

...My calamity is My providence, outwardly it is fire and vengeance, but inwardly it is light and mercy...
The steed of this Valley is pain; and if there be no pain this journey will never end.
Buy Low And Sell High (read left to right or right to left....lol)
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #3 (permalink)
 
Jura's Avatar
 Jura   is a Vendor
 
Posts: 775 since Apr 2010
Thanks Given: 2,352
Thanks Received: 690



Dzam View Post
On playback mode i see some results, but if i click "Recalculate strategy" i have another results.

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.

Reply With Quote
Thanked by:
  #4 (permalink)
 
Okina's Avatar
 Okina 
montreal quebec/canada
 
Experience: Beginner
Platform: CQG/NT7
Broker: IB/AMP/CQG
Trading: CL
Posts: 2,149 since Sep 2015
Thanks Given: 758
Thanks Received: 5,464

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.
Visit my NexusFi Trade Journal Reply With Quote




Last Updated on May 28, 2016


© 2024 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 - Privacy Policy - Downloads - Top
no new posts