I have a question about NinjaTrader7 Strategy Analyzer results and then testing on Market Replay.
I've been running the Strategy Analyzer on strategies that I'm writing.
I use UNIIRENKO bars. And yes, I've read here on the forum all of the warnings about UNIRENKO bars from Big Mike in backtesting so I use a 1 period SMA as proxy, in cases when I'm using price as a strategy parameter.
Here's what's going on:
When I run the Strategy Analyzer, YAYYYYY I'm rich beyond my wildest dreams. Yet when I run it through historical data with Market Replay (at 500x speed) I'm seeing very different results.
I can trade many strategies that I want to tweak by hand, so I know that they're profitable. But a Market Replay of this same strategy looks like it would blow out my account, according to Account Performance for the replay data.
Where is the analysis weakness here? Is it the Strategy Analyzer, Market Performance for replay, or something else that I'm missing?
I want to continue to create/tweak strategies and be able to test them somewhat quickly and easily before considering them viable.