Differences between backtests and results
BACKTEST
In case you are experiencing different backtest results than what I have shown, please read the information below that NinjaTrader support provided me, then I will add here the link to the historical tick data downloaded from rithmic, which I use, at the moment the data is available for the NQ 09-25 contract from July 1st to August 20th, HERE as soon as the contract expires I will upload it completely, and will continue to upload the data month by month
For the backtest results to be the same, it is necessary to test the exact same sets of data (with the same parameters), from the same market data provider, without mixing and matching the data types.
This means it would not be wise for a comparison of real-time or playback to include historical data and the days tested must start and end on the same session.
NinjaTrader Desktop uses the timestamp from each incoming tick to build bars, which are displayed on your chart in real time as live data. The bars built live by NinjaTrader will vary from the bars from a historical data provider. Reloading All Historical data will overwrite the bars that were built live with Historical Data from your data provider's servers and you may see differences.
If you are comparing results between PCs or users, I suggest running "Reload All Historical Data" before testing your strategy. Furthermore, ensure that chart start/end times and the chart's Trading Hours are the same. The time frame can affect indicator and strategy calculations.
Below, I've provided links to support articles that explain how NinjaTrader builds bars and how to compare strategy results across different machines. Please review the articles, as they will help you identify discrepancies and effectively compare strategy results:
- How Bars Are Built - NinjaTrader Desktop
This article provides an overview of how NinjaTrader Desktop calculates and displays historical and live data on its Charts. It explains why charts may look different after reloading historical data. -
Developer Guide - Comparing Strategy Results
This guide details what can cause differences in strategy results and how to spot differences between real-time, historical, and playback, as well as troubleshoot discrepancies across machines
RESULTS
A user encountered problems with differences in results in live trading, the trades that my bot took were different from those taken by his, in that case deleting the NinjaTrader8 folder from documents and repairing ninjatrader from the control panel solved the problem, but this procedure will completely reset the ninja, so it is better to make a backup of the workspaces or your personal contents
🌐 Connection Differences
1. Unsynchronized Data Feeds
• If the two PCs use different data providers (e.g., one with Kinetick, the other with CQG), the data may vary slightly.
• Even with the same provider, latency or packet loss can cause discrepancies.
2. Missed or Delayed Ticks
• If the signal depends on a fast market movement (e.g., delta or volume spike), one PC might not receive that tick or might receive it with a delay.
• This is common if one of the two has a slower or unstable internet connection.