I would like to know if there is a feature (or a tip) to be able to check (or display) differences between theorical positions and Live trading positions and differences in performance results ?

For positions, assuming a Wealth-Lab Pro Fidelity account, you can pretty easily look at the difference between the Accounts tool and the Open Positions tab in Trades+ (Performance Visualizers library extension).

For Wealth-Lab metrics on real historical trades, you need to create a file of those trades and run a simulation on them as explained here. (Note that your historical trades may need to be split adjusted in order to properly match your data for the "live simulation".)

Thanks for your reply. Unfortunately, your solution is not exactly what I would like. By importing real trades separately from my strategy, I will not be able to compare automatically positions with my simulation from the same period of time.

It would be very useful to have a feature like the snapshots which compares positions (real/paper accounts vs simulation) and highlight differences with colors (price, quantity, position missing...) and same for Performance Results.

Do have an example from another platform that does that? What does it look like? How would it handle discretionary trades or correlate missing/delayed trades? It gets complicated very quickly.

You could import your live trades into Quicken or similar, and compare live positions on a specific date those shown on the same date in the Portfolio Inspector Visualizer. I think that's as close you're going to get.

I have no experience with another platform where you can do that. But I consider that is a major mistake.

Indeed, there are a lot of cases that you can have differences between simulation and live trades :
- technical problems (internet disconnection, broker platform out of orders...)
- slippage
- broker restriction (order cancellation because of margin limits...)
- human errors (forget to send your orders...)
- data provider errors
- ...

For all reasons, it would be very helpfull to simplify the work to try to find where are differences and have an idea of the impact.
I know that there are many cases where differences are normal (split, OST, ...). But the idea is just to have a feature to facilitate the work by comparing positions to point differences like that :
- Missing positions in simulation
- Mission positions in Live trades
- Positions with quantity differences
- Position with prices differences

To simplify, considers that you have same positions that the simulation when your symbol code and the date of the trade are sames.

I really like snapshots because, you see with colors code changes. Moreover, you have in the same sheet the performances metrics for each change. So, it very simple to see differences line by line.

What it would be interesting is to add a visualizer sheet where you take into account trades history (available in accounts tools) and displays subsheets (like snapshots) to have differences on positions and performances.