I am running two strategies on SIM - one on GC, CL, and TF. And another on 6e,6a and ZB.
The file shows trades from about 7:45 - 10:30 last night which was intentionally chosen as a slow period. During the more normal, higher volume hours the problem is greatly exaggerated with a Market Replay showing far greater profitability that actual.
My actual data is Zenfire/Mirus and the Market Replay data is what I get from File-Utilities-Download Replay Data.
Thank you.
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