I was running a live test today and it generated a trade that clearly violates my strategy rules. Backtesting the same strategy correctly produced no trade.
Are there any commonly known reasons why the live strategy might generate bad entries? Things like bad data?
What's also odd is that the trade showed up on the chart, in the orders window, in the executions window but NOT in the account performance window. But maybe this is a separate problem.
Thanks.
Comment