Hi Nicolas,

Thanks for the response. The strategy is a simple moving average cross over on a hourly time frame. The point is that the instruction was rejected for some reason and when the trade eventually took place the market was 50 points lower 8 seconds after the initial instruction to trade. I did take this up with IG Markets and they are willing to cover a small part of the loss and referred me back to Prorealtime to address the issue and hopefully not let this happen again. You talk about a shorter time frame but this happened within 8 seconds? Do you mean that the strategy should be activated on a one minute time frame and that the trade should only happen on the close of the one minute after the hour to determine how far away the one minute close price is from the close of the hour? My disappointment with Prorealtime is the time and effort one spent on code with the assumption that a trade takes place on the open of the next candle after the conditions are met but in reality this is not true, and you only discover this flaw after you went live and take the loss.

I would like to know if anybody else had this same problem, that you know off I do not believe I am the first ever client of Prorealtime who have experienced this?