Here’s where the story becomes interesting: nothing was wrong with the strategy itself. What was failing was something far less obvious—the environment in which those trades were being executed.
Individually, these https://jonasszlu606163.robhasawiki.com/12148634/how_one_trader_discovered_the_real_problem_case_study_same_strategy_different_broker_different_results_what_happens_when_you_upgrade_your_broker_the_proof_of_execution_optimization_from_frustration_to_consistency_what_actually_changed
