Okay, I read the prescribed forum.
It says at one place that:
The live price feed is fairly replicated in the demo environment.
If that is so. Why did the DEMO miss three trades? It is not due to slippage that the order did not get filled. I have logging statements in my code, and there was only three trade signals generated, not six like in the Historical tester.
I struggle to believe that a minor change in the feed can create three missed opportunities out of only six. Or is it realistically possible? This is not a scalping strategy it's signals require pretty significant price changes.