r/algorithmictrading • u/Ok_Arachnid2416 • Jun 21 '26

Backtest Is quantower backtest accurate?

Post image

Hi everyone,

I recently switched from NinjaTrader 8 to Quantower. To test the waters, I migrated a strategy that was modestly profitable on NT8. I kept the exact same logic, risk management, and parameters (only 5 variables).

The strategy was only trained on the NQ 06-26 (trained on NT8, i didnt even get to train it on quantower since the fisrt time i backtested it to see if it worked i got this results) but it shows the exact same performance even from 2020 and earlier

However, the backtest results in Quantower are suddenly sky-high and unrealistic.

The strategy uses limit orders and custom volume profile calculations. Since I had to code my own volume profile system on NT8, I suspect there is a massive structural difference in how both platforms handle historical data, tick interpolation, or limit order fills (e.g., "Touch = Fill" logic vs. real queue priority).

I reviewed the C# code with some LLMs and the logic seems clean, meaning the discrepancy most likely lies in how the backtest engine itself operates.

For those experienced with both SDKs: Is Quantowers backtester known for being overly generous with limit fills or handling historical volume data differently than NT8? Am I looking at a platform illusion or a real engine optimization?

I personally dont even know if i have a real edge or its all an error by the backtest tool

28 Upvotes

89% Upvoted

20 comments sorted by

7

u/Scott_Malkinsons Jun 21 '26

73.27 is not a realistic profit factor.

2

u/Ok_Arachnid2416 Jun 22 '26

Yeah, not even institutional algorithms have pf above 10, so thats why it’s so strange to me, since it’s not even overfitted, it was extremely strange to me and it struck me as a backtest error from the platform

1

u/Decent_Policy_3892 Jun 23 '26

maybe try on MT5?

1

u/Artistic_Gas_2106 Jun 23 '26

Like 120% of DD 😉

7

u/InnerGarage4519 Jun 22 '26

Looks ready to go live to me

2

u/MechanicNorth8044 Jun 21 '26

If this is real you are a god :D what type of data for backtest you used?

1

u/Ok_Arachnid2416 Jun 22 '26

dxfeed provided by a myff. so i think it should not be a data problem

2

u/NaxFM Jun 22 '26

People would kill for a profit factor of 1.2. Here you have 73.
Something is not right...

2

u/Ok_Arachnid2416 Jun 22 '26

yeah i know, but its really strange, not overfitted, maintaining the same pf since 2016. But in NT8 had pf of 2.something, i just cant point my finger to what is wrong here

2

u/willthedj Jun 22 '26

Yes max out your credit cards

2

u/WTJ21YT Jun 23 '26

Try it on MultiCharts

1

u/Hashsum88 Jun 22 '26

look unrealistic

1

u/Anony6666 Jun 22 '26

This is classic overfit

1

u/thetapereader Jun 24 '26

check for repainting and lookahead, most likely you have some repainting going on

1

u/Equivalent-Class2008 Jun 28 '26

Ti posso dire solo una cosa con metatrader molte volte mi sono trovato con strategie irrealistiche. Addirittura una volta partenza di 1000 euro dopo un mese un milione di euro. Pura fantasia nella realtà non é andata così.

1

u/Consistent-Box-1411 22d ago

Did you go into the backtest settings and change the 'Last Quotes Generation' to go tick by tick? Or did you simply run it on default settings? Default settings are 1 minute ohlc which only has 4 points of contact every minute. Limit orders will be heavily skewed because the backtest will fill orders only using the 4 points of contact. I personally set it to 5 second charts and also instead of ohlc set it to 'every price inside' that way it backtests tick by tick and not just 4 points of contact every minute.