I am wondering about accuracy of backtesting vs live trading.
Am i getting my hopes up?
Some results are good but I wonder if this will be sustained in realtime trading.

On the one hand you can see backtesting visually and it all looks great, on the other hand it is difficult to believe in this sometimes.
(Obviously i'm a newbie/theorist/longterm participant)

At times, some systems on larger time frames eg. 4hr - when also using a stop / profit - tend to trade again for that bar.
You may get 10 winning or losing trades for that bar.
If this system is on a 5min chart then the number of trades are less and the results vary significantly.

Can someone simply confirm that yes 4hr charts in real time do in fact approximate the backtesting results?
That yes slippage is not a constant problem and most systems live do match backtesting results?