Discrepancy Between Live and Playback Results with Automated Strategy

[snoussi]

Dear,

I ran a trading session today using an automated strategy.

The strategy took only one trade live, which was a losing trade. However, after downloading the data in Playback and running the same strategy over the same session, it took three trades instead of one and ended up profitable.

I'm wondering what might be causing this discrepancy between live and playback results, given that the strategy is exactly the same.

Could this be a data feed issue? If so, how can this major issue be resolved?

Thanks for your help!

[snoussi]

Hi Brandon,

Thanks for your help !

I used Market Replay Data and never historical Data for Playback :



Also I used the same Data Sets.

Thanks

[snoussi]

This first Trade was done in Playback with Market Data Replay


The second picture is the live chart :


You can see, it's the exact Data between live and Market replay, I Can't see any difference.

So it's weired, I don't know if the feed data from my Live account or a data from Rithmic from a propfirm can cause this.

Thanks