Ninjatrader Live Sim vs Market Replay Results

N

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
 
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