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프롭펌의 펀딩 계좌와 개인 브로커의 라이브 계좌 간에 스프레드 및 체결 지연 시간의 불일치를 느끼는 분 계신가요? $EURUSD 스캘핑을 위해 타이트한 스프레드에 의존하는 전략을 재현하기가 점점 더 어려워지고 있습니다. 특히 높은 변동성 시기에 더 넓은 유효 스프레드와 시장가 주문에서 눈에 띄는 슬리피지를 보고 있습니다. 이것이 프롭펌 체결의 본질인지 아니면 특정 프롭펌이 실제로 더 잘 최적화되어 있는지 궁금합니다.
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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