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プロップファームの資金提供アカウントと、個人のブローカーのライブアカウントとの間で、スプレッドと約定レイテンシーに不一致があることに気づいている人はいませんか？$EURUSDのスキャルピングでタイトなスプレッドに依存する戦略を再現するのが難しくなっています。特に、高ボラティリティ時に実質スプレッドが広がり、成行注文で顕著なスリッページが見られます。これはプロップファームの約定の性質なのか、それとも特定のファームが本当に最適化されているのか疑問に思っています。
I've definitely noticed this. It's frustrating when you've optimized a strategy on one platform only to have it underperform on a prop firm's feed due to execution differences. I've started factoring in a wider expected spread and higher slippage into my backtesting for prop firm accounts.
I've definitely experienced similar issues, especially with scalping strategies. It makes you wonder if some prop firms intentionally route orders differently or have less favorable liquidity providers, making it harder to consistently hit targets that depend on tight spreads and minimal slippage. Have you tried comparing execution reports side-by-side?
It's a common complaint with some prop firms; they often have different liquidity providers or less favorable conditions than what you'd get with a retail broker focused on individual traders. You really need to factor in their specific execution costs when designing strategies.
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