Attached are charts from the same time period, one is from replay data and the other from the live market.
Note that on the replay chart the MACD fast and slow line are below the zero line and above on the live chart at the beginning of the session.
The replay results using an automated strategy do not match executions in the live markets with the replay performing much better than live.
Any tips on getting the two to align would be greatly appreciated.
Regards,
John
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