From a chart signal to a trade you can explain

Take one simulated trade from the Strategy Tester and trace it backward. At what moment did the strategy have enough information to issue an order? Which price did the emulator use for the fill? Those are separate moments under many configurations. A chart marker drawn on the signal bar can sit one bar away from the recorded entry.

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TradingView Strategy Tester for the Atlas ERIAN EURUSD research configuration.
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Audit a winning trade and a losing trade

Open the trade list and note entry and exit times, direction, quantity and prices. Find both bars on a standard candlestick chart. Record the strategy settings, fees and slippage assumptions. Now do the same for a loss. If a target and a stop were both within one historical bar, check the emulator’s intrabar assumptions before drawing conclusions about which was hit first.

Rehearse the next signal in paper trading

Connect the Paper Trading account from the trading panel and verify its account label before placing a simulated order. Choose the same instrument and quantity as your written test case. When your alert arrives, record what you saw and the time you acted. A manual paper entry includes your reaction time. Comparing it with the strategy’s simulated fill can reveal a timing difference even when both follow the same directional idea.

Keep the explanation with the result

A useful journal row has the chart timestamp, alert timestamp, simulated fill, rule version and a sentence explaining any mismatch. If a setting changes, start a new comparison. At Atlas we use this trail to decide whether a TGIM rule is ready for more testing. Historical and paper fills cannot establish what a live order would receive.

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