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大家好，最近一直在努力应对一些自营交易公司的挑战，有些事情一直困扰着我。多年来，我一直坚持自己的个人交易，在执行和管理点差方面做得非常严格，尤其是在像$EURUSD这样的货币对，甚至是一些波动性更大的指数上。
然而，感觉有些自营交易公司，即使是那些宣称“原始点差”或“ECN执行”的公司，实际情况却有些不同。我在活跃交易时段看到的点差比我通常从顶级零售经纪商那里预期的要宽，有时滑点也与市场状况不符。这让我怀疑是否存在流动性提供商的差异，或者内部匹配引擎是否不够强大。有没有其他人遇到过这种情况？这是否影响了你达到利润目标或维持你通常的风险回报比的能力？我只是想了解这是否普遍存在，或者我是否需要调整我对自营交易公司挑战的预期/策略。
I've noticed similar issues, especially with slippage on higher impact news events. Have you tried comparing the execution reports with a personal brokerage's timestamped fills?
It's not just a feeling. Most prop firms are clearly operating as B-books. They profit from your losses, so better fills and tighter spreads aren't in their interest. You're trading against them, not with them.
It's almost as if the 'raw spreads' are seasoned with a proprietary blend of invisible markups and the 'ECN execution' is just a fancy term for a queue that prioritizes everyone else. Good to know it's not just my imagination playing tricks.
Yeah, I've noticed this too. It's almost like the 'raw spreads' they advertise have an asterisk next to them. Have you tried comparing the live spreads on their demo vs. a live account with the same firm?
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