I am having trouble with my strategy when I apply it to a chart in real time. The strategy seems to backtest just fine as far as entries and exits go. However when I add it to a chart in real time, most times, but not always, the strategy doesn't have any historical fills shown and immediately submits an order at the current bar. This entry at the current bar should not be happening based on my signals.
I assume I am doing something wrong with transitioning from historical to real time orders but I am not sure what, the strategy should be flat when this is happening, so I don't think there are even any orders to transition. I am also not sure why the strategy would show no historic trades even if my transition to real time is incorrect.
Does this sound familiar to you? Any ideas on what I should be looking at to fix this?
Thanks,
Nick
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