@Grahal, (and @Nicolas) on the particular example I picked the condition to enter into a trade (based on a number of indicators) was FALSE under the backtest, but it appears under the AutoTrade version it must have been TRUE hence why a trade entry was made. On the previous 1 min candle, the backtest showed me that the condition to enter a trade was TRUE before it became FALSE on the next candle which is when the trade entry was made…

The entry conditions are made based on a number of indicators meeting certain paramaters. Without being able to see what those indicator values are are at end of each candle in the AutoTrading mode (just like one can see them on the Backtest engine by graphing them as they get calculated) it will be impossible to determine what is really happening. I am fairly certain however that for there to be differences in entry conditions (or exit for that matter) between Backtest and AutoTrading it will be down to different indicator closing values being produced as the code is the same between the two. The differences will most likely be driven from either differences in the indicator calculation methodology between AutoTrade and Backtest modes, differences in the market data (different prices) feeding those engines or differences in the timings of when that market data is fed to AutoTrade and Backtest calculation engine.

I would expect a PRT developer to be able to validate if there is any truth in that last statement or at least explain how it works between the two modes. Is there anyone on these forums who has this level of understanding and can opine on this and in process help educate us all it would be most appriciated?