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? It would also help to define the timeframe, market, session, and exact invalidation criteria. Without those details, two traders can use the same term while actually testing completely different ideas. In your experience, what specific rule or metric best separates disciplined use of this prop firms topic from guesswork?
