Nicholas, if you are talking about mininum stop distances I can tell you is not my case.  And anyway how can that explain the difference in trades between Live and Demo with everything the same?

Have you tried to run the same system (with everything the same) in Live and Demo at the same time? I am not saying that all the trades are completly different,  but there are trades that don´t match, enough to worry me at least. For example, I just check one of the systems I am running in both Live and Demo, in the last month there are 3 trades that don´t match between them, from a total of 17 trades in the month. And for making it worse there are also differences in trades for backtesting in the same period for both Live and Demo!!!!