I'm working on an EL day trading strategy that according to the simulations works extraordinarily well! Unfortunately, this does not translate to live trading in the real world. Here's my question: What is the most effective method(s) for achieving realistic simulations? I'm using IntraBarOrderGeneration and backtesting using Bar Magnifier. My strategy follows the trends exceptionally well, even in a paper trading account. However, when the market starts going sideways in a channel the strategy starts losing trades fairly consistently despite showing spectacular results in the simulation on the exact same data. Here's a chart that demonstrates the issue: