You can test your innovative strategies on micro contracts (MNQ or MES). You can risk $200 maybe to see how viable your idea is. No need to pontificate on possibilities.
Hi Scott,
Thanks for sharing the screenshots — I understand why results like these feel encouraging but still leave you hesitant.
I’ll be direct here, because this matters: in my experience, Strategy Analyzer results are sufficiently disconnected from real execution that I do not consider them a reliable basis for go-live decisions. I wish that weren’t the case — Market Replay is slower and more labour-intensive — but I’ve repeatedly seen strategies with excellent Analyzer statistics behave very differently once exposed to realistic intrabar dynamics, order handling, and execution constraints.
Because of that, the key next step — before doing any further optimisation — would be to run this strategy through Market Replay for the same period you’ve tested in Strategy Analyzer. That’s where you’ll get the first meaningful indication of how it actually behaves under conditions that approximate live trading.
In my experience, optimisation at this stage is usually the wrong lever. What matters far more is observing behaviour: where losses cluster, how the strategy responds during low-quality or choppy regimes, and whether there are repeatable conditions where participation does more harm than good. Those issues often don’t show up at all in Analyzer summaries.
One additional point to be careful with: MNQ and NQ are not interchangeable from a strategy perspective, even though the price action looks closely related. If your strategy uses indicators, bar construction, or any form of signal smoothing, small differences in liquidity and execution can lead to materially different behaviour. A strategy that appears stable on one can behave quite differently on the other.
Your caution here is justified. Strong Strategy Analyzer numbers are common; strategies that hold together once exposed to realistic execution conditions are much rarer.
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why run it on micro and lose money when you can run it on a demo on a million dollar account and see how good the tool will work for millionaires.
no but seriously one can run it on demo, it is 99% perfect replica of what will happen on live, on live obviously the trades will have to be filled at the exchange (for a standard contract) or with the brokerage (for a micro contract) so the slippage and order execution of a demo cannot be perfect since it is filling orders inside the nt desktop.
Also if one is putting million dollar trades then again the demo will fail since it will be unable to show how the market would have reacted if these million dollar trades would have actually gone to the exchange…