While reviewing the trades executed last week I’ve noticed that (apparently) one of my EAs initiated a trade on the Live account (at hours 3.00 on 12.07.18) but it didn’t also re-initiated it on the Strategy tester (that I ran today 15.07.18).
It seems that one of the criteria was met on the Live account ( MFI<25 ) but not also on the Strategy tester (“Every tick based on real ticks”), where the value for this parameter was quite different ( MFI = 29.76 ).
MFI it’s Money Flow Index (iMFI) for the last bar. MFI is computed for the last 12 periods.
It’s like the indicator was computed in Live account on certain price and volume info, which are different (?) from the ones available later on the Strategy tester. Still, history quality for period 11-12.07.2018 is 100%…
Can anyone please tell me whether they encountered a similar situation ?
Is it possible that the data from Live is different from data available in Strategy tester ? ? ?
PS: the other option is that the broker initiated a deal “for” me… but, so far, I would exclude this option