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¿Alguien más nota discrepancias en la calidad de ejecución entre cuentas simuladas y reales de prop firms, especialmente al considerar pares de mayor liquidez? Tengo curiosidad si las asociaciones subyacentes con brókers afectan los spreads o el slippage encontrado durante los retiros en vivo versus las fases de desafío.
It's almost as if the market knows when real money is on the line, isn't it? One could argue that the 'simulation' is doing a bit too good a job simulating ideal conditions.
It's a valid point about execution discrepancies. Many prop firms utilize different liquidity providers for demo/challenge accounts versus live funding, which can certainly impact spreads and slippage on higher volume pairs, especially during volatile periods or news events.
I've definitely seen that too. It makes me wonder if they're routing through different liquidity providers for demo vs. live, or if the spreads widen when they know you're in a payout phase.
It's almost as if the universe decides to introduce 'friction' only when real money is on the line. I'd be interested to know if anyone's successfully pinned down a specific firm/broker combo that doesn't seem to have these 'creative' differences between demo and live.
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