Why Identical Charts Are Showing Different Strategy Trading Results

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One should not expect 100% identical results between backtesting, calculating in real-time (forward testing) and auto trading charts. The results may be close but it is almost impossible to make them absolutely the same.

Difference in Order Execution

Even if two charts (chart A is auto trading and chart B is calculating in real-time) are set up identically to generate the same orders on the same bars, the execution of those orders depends on different factors for each of the charts. To learn more, please read about the general differences in the results of Backtesting vs Live Trading.

Different Starting Points of Strategy Calculation

When a chart is created and a strategy is applied to the chart, it is backtested, immediately displaying entries and exits. It is important to understand that the calculation's starting point in this case is not the first bar due to MaxBarsBack value (aka the Maximum number of bars a study will reference) the first bar when an order can be generated (to be placed on next bar) is bar # X, where X = MaxBarsBack value + 1.

Example: Let's say a signal contains only 1 line: buy next bar market and the MaxBarsBack is set to 50. It means script will be calculated only at close bar # 51 to place the buy market at open of bar # 52. Depending on the selected mode of auto trading, the starting point for a strategy to calculate may differ.

Synchronous Mode

In SA mode when you click the button to toggle automation on, the starting point of an order generation on chart A is shifted from the beginning of the chart to the bar before the current bar and the strategy is recalculated. Meanwhile, if you create an identical chart B nearby to see the strategy calculating in real-time (forward testing) and you expect to see at least the first order triggered at the same time on the same bar as on chart A, you should perform a calculation to find out the correct data range setting for chart B so that both charts' strategies have the same order generation starting points. If the starting points are different, then the results are also different.

Example: Let's say a signal applied to chart A contains only 1 line: buy next bar at close-15 limit; and the MaxBarsBack is set to 50. It means the script will be be calculated only at close bar # 51 to place the guaranteed-to-be-executed buy limit at the open of the bar, that is, bar # 52, when the chart is created and the script is applied. Assume that this is a 1 minute chart, the current bar # is 122 and its time (closing time of the bar) is 11:02. The current bar is not closed yet, so the script cannot be calculated on the current bar. You enable automated execution by clicking on the SA button. The order executed historically on bar # 52 is wiped from from the chart and the script is recalculated. To emulate the same situation on another chart B you will need to create identical chart right after you enable automated exectuion on chart A, but the bar # 1 of the char B should be the bar with time = 10:10 (11:02 (bar # 122) - 1 (the bar that is previous to the current bar, where the script was calculated for the first time to generate the order on chart A) - 50 (MaxBarsBack) - 1 (current bar). In other words, the bar # 121 on chart A and the bar 51 on chart B should be the same bar (10:10).
Note 1: The opening tick of the current bar is already passed, so the order execution prices will differ on the charts.
Note 2: Example is valid for price orders only. It will work differently for market orders.
Note 3: If your script requires a number of bars for calculation the price for an order and this number of bars is greater than MaxBarsBack value, the example is not valid.
Note 4: In this example an ideal and very simple situation is described. Different resolutions, presence of session breaks on chart and many other factors make it much more complicated.

To summarize: it is hard, but it is possible to get at least first identical trade on 2 charts (chart A is auto trading, chart B is calculating in real-time), though it doesn't mean it is possible to make all trades 100% the same between these 2 charts.

Asynchronous Mode

Auto trading in asynchronous mode shows all the orders generated by your strategy on chart and the starting points of script calculation are the same on chart A that is auto trading in AA and the same chart B that is calculating in real-time nearby, but this mode is supposed to give you different picture on chart and at broker end by its design.