I am working on a strategy and am on the final steps before trying it live. I'm checking through to make sure that it behaves as intended.
While testing, I noticed that the backtest trades are identical to the forward test (except for slippage) but the timestamps are off by about 8 minutes. The BT trades occur before the FT.
Because the trades are identical, should I be worried about the difference?
Also, on the FT, the trades are placed with the audio of "order pending" and "order cancelled" however the trades are still placed.
Thanks for the help!
Comment