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Date/Time: Fri, 14 Mar 2025 14:37:23 +0000



Post From: Spreadhseet for trading works in SIM replay but not in Live

[2025-01-22 05:48:42]
User745789 - Posts: 371
I have a trading spreadsheet that was expertly built by a 3rd party and has been extensively tested in replay and works perfectly in that environment. I started live trading this week. Today in live trading it failed in the following way that can not be replicates in SIM replay:

- the spreadsheet opened a long position of 5 lots with attached target and stop loss
- when the trade moved X ticks into profit, the spreadsheet correctly added another 5 lots to the position, doubling it to 10 lots.
- the attached take profit and stop loss orders were not updated to 10 lots, they incorrectly remained at 5 lots. See image "Live"

After the session I replayed the exact trade in SIM, and it worked perfectly: the attached orders were increased to 10 lots along with the position. See image "Replay".

The TAL for the live session makes no mention of scaling in or changing child orders. However in the replay TAL there are two lines that do that... "Scale-In: Increasing quantity of child order by 5 due to order fill on the same side". There is one entry for the target and one for the stop loss. These entries do not exist in the live TAL. I have attached that Live TAL. The scale-in happened at 08:33:05

Note that I am using the study "Trade Management by Study".

Can you please suggest a solution?
Date Time Of Last Edit: 2025-01-22 05:50:06
imageLive.png / V - Attached On 2025-01-22 05:47:23 UTC - Size: 29.3 KB - 37 views
imageReplay.png / V - Attached On 2025-01-22 05:47:29 UTC - Size: 18.51 KB - 35 views
imageLive TAL.png / V - Attached On 2025-01-22 05:47:35 UTC - Size: 412.15 KB - 35 views