Strategy performing differently in live mode and backtest mode

[annettes]

I have written a strategy that calculates the number of contracts to be traded, depending on the result of the last trade. For the very first trade, it sets the number of contracts to be traded to the value of a user input parameter - InitialQuantity.

The strategy works fine in backtest mode, but when I run it in live mode, it does not read the value from InitialQuantity, but always starts with 1 contract, and I cannot understand why. Perhaps I am misunderstanding the values that Performance.AllTrades and Performance.RealtimeTrades return.

I have attached the code and would be gratefuul for any suggestions.
Thanks.

[NinjaTrader_Bertrand]

annettes, are you sure the value does not get reset as you calc the needed contracts fresh on realtime data seen and thus a new trade collection to be used? Perhaps you would need to work in an intSeries for the contact sizes used, so you could refer to the last known intSeries qty before transitioning to realtime trading with it.