Hi,
I had a question regarding execution of live trading vs backtesting. I've live traded using the limit order option and due to this, some of the entries get triggered but the price does not get tracked on the option price charts. This basically happens because the price moves very fast and does not get tracked by the system and those positions mostly hit SL. Now the price did not get tracked in the historical data, so when I backtest for the same day of live trade, there are many trades which did not get executed in the backtest as the entry condition for price triggering did not get saved in the data. This occurs in limit order.
I want to try market orders next and I know that there will be slippages and other complications as well, so my question is what is the total latency for the price executed at market price?
