1) Adding Delay in live trading. Different server offer different Bid-Ask spread and offer different Bid price when the currency start to move or trend up/down. So the demo results you get is different from live results and live results also different as its uses different live server, The way to close the gap is to add delay between sampling your strategy. The demo data smallest data is 1 minute. but live data changes every 1 second. By adding in delay of 1 or 5 minute, you are better in closing the gap.
3) To buffer 5 to 8 pips of loss. Even after you add in the protection of Bid-Ask difference not more then 7 pips. Meaning, the trade will only execute if the Bid and ask spread is less then 7 Pips, this does close the gap but due to trading server busy, allowance (0 to 2 pips) to match your buy/ask price and the Swap (few pips), always test your simulation with profit setting minus 5 to 8 pips to cover those. And Stoploss setting adding 5 to 8 pips. Else you will see different win/loss trading.
By following the above mention items, you will be closing the gap between Demo and LIve trading. Thank you.
Algorithmic Trading and DMA: An introduction to direct access trading strategies.
Click here to see 26 customer reviews and choose from 17 suppliers
Expert Advisor Programming: Creating Automated Trading Systems in MQL for MetaTrader 4. Click here to see 19 customer reviews and choose from 14 suppliers
Currency Trading and Intermarket Analysis: How to Profit from the Shifting Currents in Global Markets (Wiley Trading)Click here to see 18 customer reviews and choose from 30 suppliers