If I let run a strategy on live data on the SIM01 account, at some rare occasions I can see some orders (limit orders) that are not executed as if they were totally ignored by NT.
For instance I had a ShortSell limit order for AUDJPY at 84.70 this morning, the market reached 85 and the order was still visible on the simulation report. Besides that makes the position report wrong as well too.
If I deactivate and activate again the strategy and it backtests this time on the same data, the order would be executed and the position report becomes correct. But then it requires from time to time to desactivate the strategy!
What is the cause of that? How can we have more reliable executions simulted when testing a strategy on live data? What is the best way of testing a strategy on live data without starting Trading?
Thanks for your help
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