LondonScalper wrote: Sun Sep 06, 2026 8:53 am
For scalping I care less about “lowest advertised spread” and more about **spread at my hours + slippage on exits**.
What I measure once a week (same pair, same session):
- Open vs midday EURUSD / GBPUSD average spread
- Slippage on 5–10 market exits (demo isn’t enough — small live size)
- Whether commission + spread beats “raw” after rebate math
A 0.0 pip banner with 0.4 reality in the first hour is worse than an honest 0.2 all day.
Anyone logging spreads in a sheet, or just gut feel?
Which pair/session combo is your real cost benchmark — not the marketing screenshot?
Spot on. You are looking at the exact right metrics, but the rabbit hole goes even deeper. The advertised spread is just a marketing wrapper—what truly dictates the survivability of a scalping strategy are the underlying market mechanics.
Beyond just the spread and commission math, the real cost of a trade comes down to a critical triad:
Execution Speed (Latency): A 0.0 pip spread means absolutely nothing if it takes 150ms+ to route and fill the order. By the time the trade is processed, the market has already moved against you.
Bid/Ask Liquidity (Order Book Depth): This is where the real trap lies. If the top-of-book liquidity is incredibly thin, that tight spread is an illusion. The moment you execute anything larger than a micro lot, you eat right through the available liquidity, dragging your average fill price far away from the initial quote.
Actual Slippage: This isn't just bad luck; it is the direct, measurable byproduct of poor broker latency and shallow liquidity pools.
To answer your question about logging: gut feel is a recipe for a blown account. When you are pushing thousands of lots and heavy volume over the years, manual spreadsheets aren't fast enough. I automate the tracking of millisecond execution delays, spread fluctuations, and live market-exit slippage directly through my algorithmic trading scripts.
For a real cost benchmark, the most brutal and honest testing grounds are the London/New York session overlaps. I test execution against heavy-volume assets like EURUSD or Silver. If a broker's liquidity pool is deep enough to absorb market orders instantly during those hours without aggressive slippage, the raw+commission math usually checks out.
Preserve your own money. Scale with the market's money. Exponential growth is the ultimate key.