[bumby]

>things work in simulation but applying them to the market makes them not work

Can you elaborate? Is this because large flows of money eventually become the market? Insinuating that some strategies only work at low trade volume?

[bluGill]

Pretty much. When you trade any amount of money your trade is changing the market.

In some less honest markets there are even cases where what the numbers say you can trade isn't possible because those offering the deal won't follow through, or will let a friend in ahead of you