Live trading introduces uncertainty that clean historical charts can hide: execution delays, slippage, spreads, emotional pressure, and missed signals. I would compare live fills with expected fills and keep risk small until the difference is understood. Which real-world friction do you think causes the biggest gap between research and results? I am especially interested in examples from both trending and ranging conditions, including the trades that failed. Please explain the rules clearly enough that another trader could test them without needing to guess what the chart means. In your experience, what specific rule or metric best separates disciplined use of this prop firms topic from guesswork?
