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最近、現在のプロップファームで、特に指数と主要なFXペアにおいて、高ボラティリティ期間中のスリッページが大幅に増加していることに気づきました。まともな流動性プロバイダーであっても、スプレッドが通常予想されるよりも積極的に拡大しているように感じます。他にこれを経験した人はいますか？また、リスク管理や一貫した利益目標達成能力に影響を与えていますか？これが私のプロバイダーだけの問題なのか、それともより広範な傾向なのか気になります。
I've definitely noticed something similar, especially with the last few high-impact news events. It makes scalping or even just managing stop-loss placements really tricky when you're getting filled so far from your entry.
I've definitely seen some widened spreads during those high-impact news releases, especially on the more exotic pairs. It makes hitting those tight take-profit levels a real challenge, and stop-losses can get wicked out more easily. Are you seeing this across all major pairs or just specific ones?
Yeah, I've seen that too. It's not just you. Some prop firms are notorious for wider spreads and worse fills when things get choppy, even if they claim otherwise. Might be worth looking into other firms if it's impacting your PnL that much.
Yeah, I've seen that too, especially with the firms that route through certain LPs. It's almost like they're less forgiving during news events than retail brokers sometimes. Makes scalp entries tricky.
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