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Backtests and live results way off
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Created: by lookOutBelow Attachments:0

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Backtests and live results way off

  #21 (permalink)
Elite Member
Lubbock TX
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: Stage 5 Trading
Favorite Futures: CL
MWinfrey's Avatar
Posts: 1,879 since Jul 2009
Thanks: 1,449 given, 3,310 received

I do all my development during market hours on a separate computer so I don't have that problem.
I have 4 computers now and only one is my live trading and 2 are sim trading, one is development.

lookOutBelow View Post
I may of stumbled across the problem. If at the very least, I stumbled across another problem that affects running strategies.

It appears that Ninja Trader FREEZES whenever you do certain backtesting operations. Even compiling a code will freeze quotes. And when I've been heavily backtesting and writing/compiling code over the last weeks, it seems to have been severely affecting my backtest vs live/sim results.

I don't know that this is the sole issue with the problem I've been having. But it certainly must be a serious issue.

It is a sad day if we cannot backtest/compile code/etc while running strategies during market hours. That is a serious blow to getting any work done.

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  #22 (permalink)
Elite Member
Futures Experience: Master
Platform: Marketdelta and Ninja
Broker/Data: Velocity
Favorite Futures: NQ
Posts: 670 since Apr 2010
Thanks: 64 given, 522 received

Yea.. I've talked about this many times before. I track cum delta, and when i even update/refresh a chart, or open/edit a code, ninja has a little mini freeze, where it causes the gomrecorder to not record incoming ticks. It affects everything on the charts. Hell, when i connect to zenfire it even causes everything to hang for 2 seconds( use it as a second connection).... That just doesn't seem to make any sense to me. I do want to know that it doesn't do that with a TT-fix connection, thought that was funny since ninja was made for zenfire. Some may say that 2 second hang is not a big deal, but it is when using non-time based charts where every little tick counts.

One thing youll have to live with when using ninja is that its extremely finicky, you change one setting or do anything, you'll get undesired results. You have to open the program with everything set to default and just watch You can look, but no touch.

I think multicharts is nice, but they lack the indicators than ninja currently offers. Only program that i think is stable and worthy is market delta, but i heard that its not so good with back testing. Hope this helps.

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  #23 (permalink)
Trading Apprentice
San Francisco, CA
Futures Experience: Advanced
Platform: inhouse
Favorite Futures: equities
lookOutBelow's Avatar
Posts: 40 since Sep 2010
Thanks: 5 given, 19 received

MWinfrey View Post
I do all my development during market hours on a separate computer so I don't have that problem.
I have 4 computers now and only one is my live trading and 2 are sim trading, one is development.

Of course, you are right that I should be doing that. Since I have a 4 core computer as my main system, I figured it wouldn't be a problem. Didn't realize that this freeze was taking place that often with so many different operations. When it comes time, I'll set another computer up to run by itself with no interference.

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  #24 (permalink)
Membership Revoked
United States of America
Futures Experience: Advanced
Platform: NT
Posts: 1,149 since Aug 2009
Thanks: 262 given, 472 received

MWinfrey View Post
As I write this, I'm recalling a possible reason for the problem is the way we get tick data. I think the reason I got was that the timestamp on live tick data isn't the same as historic data for tick based bars.
Mike Winfrey


This is a universal issue with all retail platforms.

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