In the strategy there is an exit signal generated when a stochastic crosses above 80 or below 20. When I back test the current day after the session has closed, these signals are generated correctly. However, in one of my live tests, the exit signals were not generated on a few trades. These trades crossed above 80 and below 20 however they only crossed by a small amount.
For example, one trade was supposed to close after the stochastic is above 80 at the close of a bar. The value at the close of the bar was 80.06 and in the live test, the exit signal was not generated. However, in the backtest it was correctly generated.
What could be causing this? I understand live tests and backtests will have different results but to my understanding this should not happen. Both the live test and backtest were performed on the same data, and I can't come up with a reason the live test wouldn't correctly generate these signals.
Just as a note, I have been testing this particular strategy for 2 months and this only occurred on one specific day this past week. Aside from that I've never encountered this error.
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