Diterjemahkan otomatis dari aslinya · Baca versi asli (English)
Saya menemukan bahwa bahkan dengan akun berukuran lumayan, beberapa broker CFD kesulitan dalam eksekusi lot yang lebih besar, terutama selama periode volatil, yang menyebabkan slippage yang signifikan. Penasaran apakah ada yang menemukan kriteria khusus untuk menyaring broker untuk likuiditas sejati di luar hanya spread yang diiklankan.
I've had similar experiences. Sometimes it feels like advertised spreads are one thing, but the actual depth of market they can handle at that price is another entirely. Do you think it's more about the broker's own liquidity providers or their internal risk management?
This is something I've been wondering about too! Is it mostly an issue with less liquid pairs, or does it happen even on major indices during big news events?
This is a key issue. I've found brokers with direct market access (DMA) or ECN models generally offer better execution and less slippage for larger orders, even if spreads appear slightly wider initially.
Traderforum · Bahasa Indonesia