Diterjemahkan otomatis dari aslinya · Baca versi asli (English)
Adakah yang memperhatikan perbedaan kualitas eksekusi antara akun prop firm simulasi dan live, terutama saat mempertimbangkan pasangan dengan likuiditas lebih tinggi? Saya ingin tahu apakah kemitraan broker yang mendasari memengaruhi spread atau slippage yang ditemui selama penarikan live versus fase tantangan.
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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