Has anyone experienced significant discrepancies between market replay and the live simulator when analyzing a strategy? I've spent a lot of time trying to reconcile the two, comparing trades, results, etc and I consistently come up with discrepancies as to how the strategy executes.
Attached is an example from yesterday, October 27. This is just a simple strategy - nothing exotic - intended to test profit targets and measured moves. The simulator appears to trigger the trades correctly. However, in market replay it doesn't. I download the data directly from Ninja and I also record on the platform. I've asked Ninja support about this and they're looking into it as well.