Anyone else noticing discrepancies in execution quality between simulated and live prop firm accounts, especially when considering higher liquidity pairs? I'm curious if the underlying broker-partnerships affect the spreads or slippage encountered during live withdrawals versus challenge phases.
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.
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.