My algo has an entry time of 9:20 but there is always a 15-20 seconds delay in execution then another 15-20 seconds to place SL order. Can the algo be executed at 9:20 exactly? Do we have a key phrase to enter seconds here .Latency is also missing my the SL order ( SL price is crossed before even SLM is placed on days like Thursdays)
When backtested
In actual I booked a loss of -44k when I should have booked a profit of 27k