I have been simulated trading in Ninja Trader for a while. I had a good strategy that makes $ based on order flow. I went to trade it real time (actual $) and it blew up. Is simulated so much different from actual that simulated can't be acted upon? I mean what's the point of back-testing or simulated trading when it gives a false sense of trading? Is the order flow from actual/live trades that different from simulation? How can I debug why my live trading blew up compared to simulation based on order flow? Thanks.
For a while.... There is no way for you so far.Simulated-real-blow up;simulated-real-blow up;simulated-real-blow up;simulated-real-blow up;simulated-real-blow up;simulated-real-blow up;simulated-real-blow upâ¦â¦â¦â¦repeat it dozens of times and you'll probably debug it.
Backtesting is different from simulated trading... which are you referring to? Do you want to "debug" viz a viz backtesting or sim trading?
Simulated real time. I sent emails to NT because their doc says they used an algorithm but it doesn't explain the algorithm. My strategy looks at bid/ask levels and volume which work well simulated real time (based on NT simulation algorithm) but not live/actual real time. I would think the algorithm would mimic the exchange's FIFO (this is futures trading--CME Globex).
if you use limit order, in ninjatrader, i guess when the price touch the limit, you will be filled. but in reality, your limit order in real market is in a queue, most of times you will only be filled when the price trades pass your limit level at least. if your strategy profit per trade is only 1-2 cents, that simulation will mot be sufficient to reflect reality.
if you use limit order, in ninjatrader, i guess when the price touches the limit, your order will be filled. but in reality, your limit order in real market is in a queue, most of times you will only be filled when the price trades pass your limit level. if your strategy profit per trade is only 1-2 cents, then simulation is of easy fill with 1 cent advantage will change the result.
I don't think the NT Sim account algorithm is trade when limit price is touched because I've watched this and I often don't get filled when it touches. My hope is that it would be similar to exchange, FIFO but that doesn't seem to be the case. Or, it's just a matter of being picked off, conspiracy, targeted, they know where you are etc. BTW, not stocks so not cents, futures so ticks ($12.50/tick).