Hello Alisa & David,
As Rich Frank helped clarify in https://www.quantopian.com/posts/usage-and-syntax-of-stop-orders, under live trading with Interactive Brokers (IB), all orders (regardless of type) are sent immediately to IB as they are encountered in the algorithm, with IB managing any limit triggers (although I haven't yet seen a detailed mapping between Quantopian order types and the IB order types that will result). The implication is that the order fulfillment engine for the backtester needs to be modified to better model live trading. Currently, for a market order submission during bar 0, the order will be filled at bar 1, using the closing price of bar 0 (assuming no slippage). However, a better model for live trading might be to fill closer to the open price of bar 0 (although this is still dicey, since under live trading, the order could be submitted up to ~ 50 seconds into the bar). Additionally, as Alisa suggests, using the high/low levels for the bar might be a better way to determine the trigger levels for limit, stop & stop-limit orders, combined with an appropriate slippage model.
A note to Quantopian is that the validity of the backtester model can be benchmarked using paper trading at IB, so whatever route you go, do a study (or hire someone to do a study) and publish the results publicly. Also, it seems that IB would be the best consultant on how to modify the backtester to match live trading. Have you talked with them?