Hi guys, I have created my first automated strategy and I am wondering what I should expect from it going live, judging from the results in market replay testing with NinjaTrader. It uses limit orders on the ES. The thing is, it is profitable when I use liberal fills (filled when limit orders touched). It loses just as much when using conservative fills (filled when price penetrates the limit price). Let's say it loses 5K on average per week when using conservative fills, and it profits 5K when using liberal fills. The point is it seems to have a total inverse result when using these different fill settings. The problem is with conservative fills, it touches the limit order and then reverses, leaving me unfilled and causes me to miss a trade. The question is, what can I expect from it going live? Even if I am filled on half of the touched limit orders, I should break even. The limit orders are typically placed about 5 mins before it is touched. But ranges from 1min to 15min. Thanks!