As expected, I am discovering what many others have already experienced in that the system does not produce the same results as the backtest. The main issue is that my system enters on limit orders to avoid slippage, and as a result my system trades are not taken every time. Sometimes they execute even if the price does not trade through my price, and some times they do not. Anyways, this produces inconsistent results because if one of the trades that was missed would of been a big winner, I will likely have a losing day. So no more live tests until I refine the system a bit. I will explain more about the system later.