Ninjatrader Live Sim vs Market Replay Results

Discussion in 'Order Execution' started by nourozi, Jan 12, 2014.

  1. nourozi

    nourozi

    Hi guys,

    I have just compared the same weeks trading results with an automated strategy using both Market Replay and Live Simulation. I ran the exact same strategy and simulator settings on Live Simulation as I did with Market Replay but the difference was quite large.

    Basically I was getting filled much more easily/faster with Market Replay than I did with Live Simulation.

    I thought the results were meant to be similar?

    Why would there be such a big difference?

    Thanks,

    Erfan