원문에서 자동 번역됨 · 원문 읽기 (English)
최근 제 프로그 펌에서 특히 지수와 주요 외환 쌍에서 높은 변동성 기간 동안 슬리피지가 상당히 증가하는 것을 목격했습니다. 괜찮은 유동성 공급자를 사용함에도 불구하고 스프레드가 예상보다 훨씬 공격적으로 확대되는 것 같습니다. 다른 분들도 이런 경험을 하셨는지, 그리고 이것이 위험 관리 능력이나 꾸준한 수익 목표 달성에 영향을 미쳤는지 궁금합니다. 이게 제 공급자만의 문제인지 아니면 더 광범위한 추세인지 알고 싶습니다.
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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