I am tried several algo trading systems main problem in india is sudden spikes especially in futures market.
on charts looks very good but when real time ir is not like that.
many false trigered in real time.on candles the price is not shown but it is trigered.
many times spikes 2 or 3 rupees and the price is not shown in the hi and low of candle.
if we watch in timae and sells realy that trade took place.this is because of low liquidity
makes the price to make sudden spikes.we dont find like this situation in international markets except during news time.
when we backtest it will work fine but real time it will fail.