So I'm using a strategy that places hundreds of trades for about a 2-point profit at a time. It performs well in market replay/playback. For whatever reason, I assumed it was going to produce results accurate or very close to live market trading, but that doesn't seem to be the case. Feels like night and day.
The strategy analyzer won't provide the most accurate performance results, I know, but I thought market replay would. Has anyone experienced a discrepancy like this?
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