Hi everyone,
I have a strategy for trading the US Tech 100 Euro 1 on daily charts, CFR, developed in ProRealTime. When I tested the strategy with automated trading in ProRealTime (ProOrdern AutoTradfing / broker IG Markets), both the entries and exits were different compared to the backtests, even though the data set was the same. The backtest results are on the left, and the actual trading results are on the right. There is a very big difference. Does anyone have an idea what the reason could be?