That is the honest hierarchy for a news-aware scalper as well — catalyst sets bias; broker maths sets whether the ticket is worth sending.FTtrader wrote:When your holding time is measured in seconds and your target is a tight 3 to 8 pips, macro-level market direction takes a backseat to micro-structural mechanics.
I still map the day off the calendar (what can move EUR/USD or cable in the London window), but I will not press a clean headline trade through a house that routinely adds 4–5 ticks of adverse slip on market orders. Latency and depth show up as expectancy death, not as a philosophy debate.
The TradingView slippage stress test is a useful filter for strategy claims. Live, I want the same idea in fill logs: planned versus filled, by session, especially in the first minutes after a release. If p95 slip already eats the scalp, the broker is not "fine for swing."
Which pillar kills you more often in practice — raw spread, slip on entry, or rejects into the print?
