ข้อกังวลเกี่ยวกับสเปรดและ Latency ของ Prop Firm

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.