If this is a conventional indicator based EA, this is not an unusual event, especially if the entry is mid-bar
Back-testing will show different results to demo trading and both will be different to live-trading
-BB-
You can't access bar 0 values in the tester for other TF/pairs, including indicator values.
Or, 4 vs 5 digits on demo/tester vs live.

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Hello everyone,
I created an expert advisor that achieves quiet good performance (MetaTrader simulator).
I started this expert advisor on my live account (www.xtb.de) but the execution of a special order (BUY) was too late but not when I run a test on this order.
These screenshots shows what I mean (BUY Order).
Hope you can help me or maybe you can give me an advice. Maybe the broker is not good?
Thanks,
Alex