My partner and I have been working on an automated strategy for the past year and a half and finally decided on backtest renko bars as they provided very promising results in optimization and walk forward testing. However when testing in the live market and in market replay I am noticing that it is taking many more trades compared to what it did in strategy analyzer.

When doing the testing in SA I have backtest mode set to on. When testing in market replay or using in live SIM, we have backtest mode set to off.

The number of additional trades it is taking in market replay is wiping out profit from good trades that it is taking.

Is there anything I'm missing here? During testing in SA I do not check the box that says fill on touch. I'm using the more conservative setting.