Re: The $40,000 Annual Trap: IC Markets Raw Spread vs. Standard for Heavy Scalpers
Posted: Mon Sep 28, 2026 7:10 pm
Logging at the point of execution is right, and the class is a sensible shape. One setting I'd change before running it live: deviation = 100 means accepting up to 100 points of slippage on every order in order to "measure" depth. On a five-digit pair that's 10 pips. It will give you honest data on the ugly fills, but it also lets the ugly fills happen. For measurement I'd keep the deviation at what I actually trade with and log rejects as a separate outcome, since a reject is information too.
I'd also record the tick's own time_msc alongside the microsecond count. GetMicrosecondCount() measures elapsed time on your machine; the tick timestamp tells you how stale the quote already was when you clicked, which on a busy open is often the bigger part of the slippage.
On the 80 × 2 lots point, agreed. EURUSD top of book absorbs that nearly always. It's on the crosses that the account label stops mattering and depth takes over.
I'd also record the tick's own time_msc alongside the microsecond count. GetMicrosecondCount() measures elapsed time on your machine; the tick timestamp tells you how stale the quote already was when you clicked, which on a busy open is often the bigger part of the slippage.
On the 80 × 2 lots point, agreed. EURUSD top of book absorbs that nearly always. It's on the crosses that the account label stops mattering and depth takes over.