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Different results after "Recalculate strategy".


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Different results after "Recalculate strategy".

  #1 (permalink)
Dzam
Barcelona
 
Posts: 8 since Dec 2015
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On playback mode i see some results, but if i click "Recalculate strategy" i have another results.

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  #2 (permalink)
 
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 Blash 
Chicago, IL
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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.
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 Jura   is a Vendor
 
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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.

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Okina's Avatar
 Okina 
montreal quebec/canada
 
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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.
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Last Updated on May 28, 2016


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