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Coding and Market Data Differences between Platforms

Posted by David Bean on

It is difficult to code strategies across different platforms and languages. We have to remove as many variables as possible to make sure our coding matches between platforms. We go over this in the video below and show how initially, the results for our SR CounterTrend II v2 5 minute Natural Gas strategy doesn't match very well.

Is it the coding? The data? Something else?

We exported the Tradestation data and imported it into NinjaTrader 7 to make sure there were no data differences. The results are close enough for a coding logic match for us. Check it out.

You can download the hypothetical reports for SR CounterTrend II and SR CounterTrend II v2 in NinjaTrader 8 below, keeping in mind that there are some data differences between these reports and the Tradestation reports since we used the Kinetick data feed for these reports.


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