Folks, it's unclear to me why I get different strategy results from different replays setups.
1) Replay at 1000X, Calculate = OnPriceChange, Result = ($1112.50)
2) Replay at 500X. Calculate = OnPriceChange, Result = ($1287.50)
3) Replay at 1000X, Calculate = OnEachTick, Result = $13,675 (I wish!)
This is running the ES replay for 3/25. I ran this same strategy today on the live market data, and the result was $175.
Therefor, it's unclear to my why different replay formats are giving different results. Most importantly, how do I set up a replay to make the same results I get when the strategy is running on live market data? Thanks for your help,
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