I just wonder why all this discussion goes into Live Trading Journal thread? I think it's valuable to check live performance of JBT, especially in the turmoil market, which I am will duly come. 16/11 B -16 D1 -66 D2 +46 I am doing these and all other strategies (incl my) in simulated. The results are not the same. In simulated B=-60, D1=-66, D2 =0 execution from 600 to 1200 ms, slippage 0-1 ticks.
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