Super frustrated.

Min vs tick vs market replay vs realtime results are all different.. but i guess some are closer to each other

market replay and tick vs realtime is closest combo

so i looked around and cant really find which one people find closest to real time

i would think that tick data comes closest as it has recorded each tick?? i use zen fire tick data.

ive spent months developing these strats and now its like.. dobluw tee eff// the results that ive seen for months were all incorrect.

do people agree that tick is probably the closest when it comes to backtesting? since you cant really optimize in market replay. so it would take you years to try different settings in marketreplay or real time to find the most optimum settings

or is the consensus that backtesting all in all is worthless? bc that's how i'm starting to feel... especially having converted from quantshare to NT b/c quantshare wasn't meeting my needs and i thought NT was the best out there..as far as popularity is concerned.

calhawk01 

Super frustrated. Min vs tick vs market replay vs realtime results are all different.. but i guess some are closer to each other market replay and tick vs realtime is closest combo so i looked around and cant really find which one people find closest to real time i would think that tick data comes closest as it has recorded each tick?? i use zen fire tick data. ive spent months developing these strats and now its like.. dobluw tee eff// the results that ive seen for months were all incorrect. do people agree that tick is probably the closest when it comes to backtesting? since you cant really optimize in market replay. so it would take you years to try different settings in marketreplay or real time to find the most optimum settings or is the consensus that backtesting all in all is worthless? bc that's how i'm starting to feel... especially having converted from quantshare to NT b/c quantshare wasn't meeting my needs and i thought NT was the best out there..as far as popularity is concerned.

Since tick data can vary across data providers, if your strategies are not acting the same in backtest/SIM/Replay/Live it's probably because you're trying to scalp or are trying to take small risks/rewards (aka scalping) and your testing will be difficult. You're also more likely to suffer slippage.

I think backtesting in NT is very valuable but only if you're trading moves at least 2x or 3x ATR because you avoid intrabar issues and you're not as subject to these problems trying to deal with such small timeframes.

I know scalping sounds great because you get in and out quickly, but it's very hard to make money doing this and NT and it's typical data providers are not the ideal platform for testing these strategies due to the inconsistent ways data providers group of ticks live vs. historically.