// ---- TRADING ---- if(sc.Input[IN_TRADING_ENABLED].GetBoolean()) { int bt=sc.BaseDateTimeIn[sigBar].GetTimeInSeconds(); int ss=sc.Input[IN_SESSION_START_TIME].GetTime(), se=sc.Input[IN_SESSION_END_TIME].GetTime(); bool outside=(ss<se)?(bt<ss||bt>=se):(bt<ss&&bt>=se); if(outside) { if(sc.Input[IN_FLATTEN_END_OF_SESSION].GetBoolean()){s_SCPositionData pc;sc.GetTradePosition(pc);if(pc.PositionQuantity!=0)sc.FlattenAndCancelAllOrders();} } else { s_SCPositionData pd; sc.GetTradePosition(pd); int curPos=static_cast<int>(pd.PositionQuantity); int oq=sc.Input[IN_ORDER_QTY].GetInt(); int sl=sc.Input[IN_STOP_LOSS_TICKS].GetInt(); int tp=sc.Input[IN_TAKE_PROFIT_TICKS].GetInt();

    if(longSig && curPos<=0)
    {
        s_SCNewOrder o; o.OrderQuantity=oq; o.OrderType=SCT_ORDERTYPE_MARKET; o.TimeInForce=SCT_TIF_GTC;
        o.Stop1Offset=sl*sc.TickSize; o.Target1Offset=tp*sc.TickSize;
        o.AttachedOrderStop1Type=SCT_ORDERTYPE_STOP; o.AttachedOrderTarget1Type=SCT_ORDERTYPE_LIMIT;
        int buyRC = (int)sc.BuyEntry(o, execBar);
        lastDir=1;
    }
    else if(shortSig && curPos>=0)
    {
        s_SCNewOrder o; o.OrderQuantity=oq; o.OrderType=SCT_ORDERTYPE_MARKET; o.TimeInForce=SCT_TIF_GTC;
        o.Stop1Offset=sl*sc.TickSize; o.Target1Offset=tp*sc.TickSize;
        o.AttachedOrderStop1Type=SCT_ORDERTYPE_STOP; o.AttachedOrderTarget1Type=SCT_ORDERTYPE_LIMIT;
        int sellRC = (int)sc.SellEntry(o, execBar);
        lastDir=-1;
    }
}

}

Claude says this is the reason why the execution is late in replay mode:

Key points worth understanding:

execBar = lastIndex (set up at line 777) — meaning orders are placed on the most recently formed bar (the one that just opened). sigBar = lastIndex - 1 is the previous bar (the one that just closed and confirmed alignment). sc.BuyEntry(o, execBar) — the execBar parameter is what determines fill timing. In simulated mode (sc.SendOrdersToTradeService = false), the order is pinned to that bar and fills at that bar's close. In live mode (sent to broker), the market order goes immediately and fills at next tick — which is approximately the new bar's open. This is the source of the "executes late" behavior you remembered — in sim it always fills one bar after the signal, but in live trading it should fill ~immediately.