Hi all,

As many of you noticed, when backtesting on T6 history, the results come out ridiculously optimistic versus result using T1 history.

Understanding how T6 simulation works, my question is:
How can one transfer the T6 simulation of the bar to real time trading? i.e. how can we remove much noise that each tick provides and instead make entries the same as they would be made on T6 simulation backtesting but in real time?

Thanks