Since connecting to the Rithmic Data feed, my strategy has been behaving out of character, with incorrect values printing, trades not being taken when they should or exited too quickly, SL and TP updates not executing properly. For the record, this strategy is a simple crossover, so as far as I'm concerned there is no input that is so granular or detailed that it should be significantly affected by playback vs live data.
I am wondering if this is a product of being on Rithmic/Live data? As in, could there be some margin of error in the playback data that I have attuned my strategy to? Or maybe there is some type of behind the scenes mechanism on Rithmic's side that I am unaware of that is causing issues?
Any other insight as to what could cause errors when transitioning from playback to Rithmic/Live data is appreciated!
Comment