Update: I have been live paper trading this algorithm for the last week and the entries and exits have matched backtests so far. Paper profit w/ leverage so far is decent. I am not dumb enough to think that this means anything yet. The main issue right now is that I occasionally lose the connection to Interactive Brokers and then everything stops working. I haven't spent any time fixing this issue yet, but I believe that the underlying cause is my using WiFi which is kind of flaky on this motherboard. As such, I will probably create a Docker container to use some form of headless/automated Interactive Broker connection and deploy it to one of the cloud providers. I plan to have that change completed by this week (so next update should be Jan 14).