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I noticed something really strange the other day, I run a simple strategy on CL, came back from work and I was down -$10.000 (dont worry it was sim). I ran the same strategy on the same chart using market replay and I was down -$1000?
Any idea why this happened? Im using Zenfire data
Thanks
Can you help answer these questions from other members on NexusFi?
it boils down to the fact that the fill engine in the market replay isnot that great... you're best bet is to do a replay of many days to see if the general strategy works based on given market conditions
according to the online help the delays do not enter into equation in market replay mode. interesting.
delay of 0 on the CL is going to kill you because it moves so fast it will never be accurate. you should trust the sim trade more than the market replay.
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