Hey Tony. I'm literally baby steps away from what you laid out below. In fact we could probably exchange some good creative ideas about all of it.
I am very knowledgeable about technical indicators. I can code and use data like crazy (used to be a software engineer). And I have had several extremely successful backtests... like anywhere from 85%, to one set that was 100%+/- accurate. And I mean completely tested too, with different date ranges, market conditions, types of stocks, etc.... and after a LOT of pain and work. But I can't take that from backtest to live. After about my 4th contact to SD support, I finally got someone who told me that it was because I wasn't running the backtests with the "detect intrabar" option set to 1 minute. So it has something to do with how the live engine uses tick data. It's like what I can see on the screen never seems to happen live all at the same nanosecond or something.
Is that making sense?