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Strategy executes in Live not Sim and vice versa


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Strategy executes in Live not Sim and vice versa

  #1 (permalink)
 vickisb 
Sarasota FL
 
Experience: Intermediate
Platform: Ninja Trader
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I have a very simple strategy that I've built with Strategy Wizard that is set to calculate on bar close. Upon a Stochastics cross in direction of the trend (per EMAs and MACD), it is written to enter a market position. I have the strategy enabled (Strategies tab) for both my live and sim account on the same instrument and contract date with exactly the same settings within the strategy. I am using a custom proprietary bar-type (which appears to be some sort of unirenko). Sometimes the strategy kicks off a trade in Sim but not Live, and sometimes vice versa. What could be causing this?

Also, as a side issue, I have read a lot about being cautious using Unirenko bars when backtesting with Strategy Analyzer. But if my trailing stop loss is set to not fall within the current bar unless price reverses (in other words in a long trade, the stop will always be below the open of the next up bar), won't the test results be as reliable as with any other bar type?

Vicki

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 rleplae 
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1. Try to duplicate the strategy, use one on sim and use the other on the live account, does that fix your problem ?
2. The only accurate way to test on renkobars is to do a market replay

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  #4 (permalink)
 vickisb 
Sarasota FL
 
Experience: Intermediate
Platform: Ninja Trader
Trading: ES
Posts: 59 since Feb 2017
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rleplae View Post
1. Try to duplicate the strategy, use one on sim and use the other on the live account, does that fix your problem ?
2. The only accurate way to test on renkobars is to do a market replay


1. I don't understand what you're saying to do. I already have the exact same strategy enabled for both sim and live.


2. Why, if the stop is set as I indicated?

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rleplae's Avatar
 rleplae 
Gits (Hooglede) Belgium
Legendary Market Wizard
 
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
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vickisb View Post
1. I don't understand what you're saying to do. I already have the exact same strategy enabled for both sim and live.


2. Why, if the stop is set as I indicated?

1. copy the strategy, make it two different files with 2 different strategy names

2. in the past i did a lot of back-testing on renko's (due to the ATM strategy
that was advocated on one of the threads), it simply was not realiable in
strategy tester, only reliable test = replay, trust me ;-)

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