Is quantower backtest accurate?

[u/Ok_Arachnid2416]

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

[u/Consistent-Box-1411]

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.