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0 item(s) - FreeCustomization and Conversion for: Ctrader, MetaTrader(MT4, MT5), Thinkorswim, NinjaTrader, MultiCharts, Tradingview, Prorealtime, SierraChart, etc.
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What's the best way to backtest your strategy in NinjaTrader?
You should be aware that great discrepancies exist between Real-Time and Backtest.Let's take a quick look at all possible ways to do a backtest.
Most people will choose Strategy Analyzer as their first option.
However, a major drawback is that its historical data contain only the Open, High, Low and Close with no intra-bar tick information.
Hence, all orders are filled based on four data points (OHLC) as these are only known information during a backtest.
If your entry point is based on the previous bar's close, Strategy Analyzer may still generate results close to real time.
Click here for more info about Strategy Analyzer.
Market Replay will be the second option.
This method is very close to real time live trading.
Orders are filled dynamically as it uses intra-bar tick date (both price and volume) to determine if an order should be filled or not.
The best part of this methold is that you can speed up, forward, hold and backward.
Because fill prices dependant on volume at availabe bid or ask price, some orders may not be filled in live trading even if they can be filled in Market Replay because
Click here for more info about Market Replay.
Simulated Data Feed will be the third option.
You can use this method to test your strategy offline. The advantage is that you can fully control the trend (price directions) as well as to test some special price movements.
Click here for more info about Simulated Data Feed.
Real-Time Simulation is the last possible option.
By running your stategy in real time during the live session, the results are almost the same as live trading.
To apply this method, either to test in your Sim account or turn on the Global Simulation Mode.
When Global Simulation Mode is enabled, all order entry interfaces (SuperDOM, Chart Trader, etc.) will be set exclusively to the Sim101 account. Enabling this is not necessary in order to route orders through simulation, you can still set any order entry interface to the Sim101 account individually. However, Global Simulation Mode provides you a method to ensure that you do not accidentally place an order to your live trading account.
| Strategy Analyzer | Market Replay | Simulated Data Feed | Real-Time | |
| Intra-bar tick | No | Yes | Yes | Yes |
| Order filled when trading target hit. | Yes | Yes/No | Yes | Yes/No |
| Fill prices | you may receive better or worse fill prices dependant on where the bid or ask price is and what volume is available at this market prices. | |||
| strategies processed at | Close only | Tick by Tick | ||
| Pros | Detailed results | speed control | trend control | clostest to live trading- |
| Cons | unreal results | limited amount of replay data | No volume | Only available during live session |
Discrepancies: Real-Time vs Backtest
Click here for more examples of the difference between the realtime and backtest from other traders.Copyright @ 2026 Patternsmart - All rights reserved
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