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You are very welcome and I'm glad to help. I have gotten a lot of help here at FIO, so I am just paying it forward. Also, I now have another tool in my toolbox.
In general, sim will never match live and it can give you a false sense of security that your strategy is awesome. It is more accurate than just looking at the Strategy Performance Report, but nothing beats live. It is a good reference, but live performance will generally be worse than sim. One recent strategy of mine only performed 80% as well as sim... still profitable, but not completely accurate.
The main gotcha for a 1-tick chart is that latency can kill (using MES and ES as a reference), especially if you are doing any sort of HFT or scalping. You can mitigate that somewhat by being closer to the exchange using a VPS or other solution.... in other words, every millisecond counts: from the moment your strategy fires that order to the Order Execution Network until the order if filled.
Using limit orders is helpful for the above problems and is more precise, but they have their own problems, too. Anyhow, I hope this helps.
I got it rolled into my code with no problem and it looks like it works great. I have not rec'd a duplicate order and I don't think I could based on the way it is coded.
I have used limit orders in the past and as you know sometimes the problem is not getting filled. I always seem to pick the exact spot that it "touches me" and then backs off which puts me in a bad spot.
Thank you again for taking the time to help me out. I have another tool in the toolbox myself.
