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[QUOTE="ressss, post: 19151, member: 10264"] I agree with the theory that there should be no difference between executing trades live or in ST but we already know that they are executed in the ST but not live - but I'll do whatever you suggest to help resolve this issue. The ST run was using a M1 period, use dates of 2011.05.09 to 2011.05.13, total trades was 2,820. And yes the min diff was 0 in the ST and when live. The 10 pips added on to the buys were standard not fractional. If this is a ST issue shouldn't you see the same thing? I understand what you say about min diff and yes on this small time frame 0 works for me. You ask if I mean slippage - no I don't mean slippage I mean that the longs / buys were way above the actual market price so in the real world they would never be filled at the stated price but the ST / ea just assumed the order was filled. Were do we go from here? [/QUOTE]
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