I've just recently started testing my auto strategy in a Live simulation and noticed that for some reason on some days my entry signals and stoploss modification don't fire when it should (so basically being ignored). Where as on other days this isn't the case.
But if I run the same period in market replay 20 mins later after the occurence, the entry signals and the stoploss modification fire correctly.
I can't figure out why this is the case.
Do you have any suggestions as to why this would happen?
Cheers.
Comment