However, backtesting with exactly the same parameters I see two issues.
1. Occasionally the backtesting takes the trade on the next bar, and a few pennies different from what the real-time system traded.
2. Once last week the system traded immediately at the open of the opening session bar, whereas backtesting now does not show a trade on that opening bar.
I understand real-time results will necessarily be different from backtesting, but given that the MA crossover points on the real-time chart look like they line up exactly as they do on the backtesting Chart tab, then why wouldn't the backtesting pick up the trade on the opening session bar?
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