eMini Russel comparision

One of the biggest challenges when porting strategies between platforms is the timeframe handling and intrabar treatment. In order to get close results, I have to emulate intrabar treatment in NinjaTrader. The expectation is i.e. to have the same strategy parameters on all platforms and same results/equity curves.

as a sample the result of last 3 years on Tradestation:

and the compared results for NinjaTrader:

although it shows similar entries /exits and familiar periods of weakness, the result is 30000$ off, and parameters are deviating slightly too. of course, the robustness of the strategy shows also a good profit factor, but thats mostly due to the strategy, which is pretty clever on many instruments and changing markets anyway. so it adopts here to the NinjaTrader differences.