but by changing the trades, (making the $1000 never happen) you are changing the sentiment, which then effects future sentiment. and that is the exact problem, by not considering that sentiment will change because of your actions. you have failed to take that into account..

as ciyam said.. it wont work with live data as that involves live human emotion and change of sentiment in reaction to your model, and thus using historic data after the first day of changing it. makes all further days of historic data irrelevant

your model would only work on a centralised control of currency where you are the only exchange and hoarding environment available