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Have you tested the VPS latency towards the broker to check for slippage and true ECN conditions with almost zero spread? In backtesting, you have stable spreads and no slippage, but since it’s scalping on micro price movements, even a small difference can easily trigger a stop los
I redid the backtests using real data from the beginning of the year, and today's would have been only the second stop loss taken overall — not bad, I'd say.
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