I think this is common topic but I couldn't find any thread with good info.
I've been using Replay for testing for a long time. Recently I gave a chance to Backtest and the results were very close. I got very excited but not for long. Results came quite different again and this time I learned that strategies with ENTRY ORDER = MARKET run much better in Backtest than ENTRY ORDER = LIMIT or STOPLIMIT.
Is there any paramenter that I am missing to adjust the same performance for both test systems?
Thanks!
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