I didn’t realise. If spread is high, the difference could be even bigger. On a fast timeframe it’s a problem with many trades, stability and testing. Guess the best solution is to use crossover/crossunder & exit at market, which come at a cost too.
Maybe then use MTF, like something I did with barhunter. In this case backtesting on 5s, putting it live on 1s.
Thanks GraHal, there are a few options! and it’s never easy 🙂
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