Forum Forexroasted

clicked buy at a price, got filled like 2 pips higher. didnt change anything. is this slippage everyone talks about or did my broker just rob me. happens more during news

if they can change the split after youre funded, then every number they advertised was always provisional and the 80 percent was marketing, not a promise. the lesson isnt about this one change, its that the deal was never fixed and you should withdraw earnings fast precisely because terms can move under you.

if you ever find yourself trusting sentiment over price youve already lost, because youve decided youre smarter than the actual money flow based on a delayed survey of the dumbest participants. the only reason to look at sentiment is to feel clever fighting the crowd, which is its own kind of crowd-following.

most people asking this havent fully mastered the one system they already have, and a second is just a fresh way to be mediocre at two things. perfecting one you deeply understand beats babysitting two you half understand. the urge for a second system is often boredom with the first, not a portfolio strategy.

the people who refuse kyc on principle then post angrily that their withdrawal is stuck. you cannot have a regulated broker and also no identity checks. pick one. the only valid worry is whether the broker is real, not whether kyc exists.

vps is sold to retail traders by vps companies. you mostly dont need it. the few who do (algo, scalper) absolutely need it. confused middle group buys it unnecessarily.

i target 50% monthly. and last month i did -100%. so the average is fine

2 years tickmill eurusd only. hi everyone

london breakout is dead. has been for years. all your variants are just admitting that and adding filters to slow down the bleeding.

do whatever passes, the evaluation is a gate not a holy oath. once youre funded youll trade however you want anyway, like everyone does. pretending the challenge has to perfectly mirror your funded trading is romanticising a paywall.

the 1:3 rule was invented by trading coaches who needed something quotable. real traders dont talk in 'rules', they talk in 'i did this and it worked'.

smoother equity curve with similar return is also exactly what overfitting produces in-sample. forward test it on events it has never seen before you celebrate.

if a leverage cut from 500 to 100 wrecked your margin, you were leaning on 1:500 to hold positions you couldnt actually afford. the broker just exposed that you were one rule change away from a margin call the whole time.

if a free indicator nailed tops and bottoms it would not be free, it would be a hedge fund. the fact that you found it on the internet for nothing is the test result. you can skip the rest.

splitting a retail position across two brokers to save slippage is solving a problem you dont have while creating one you do, managing two legs of the same trade and inevitably botching the exit on one of them under pressure.

or accept that your real edge exists at a size your psychology can handle, and constantly fighting to trade bigger is ego, not strategy. plenty of consistent small traders blow up chasing a size that was never psychologically theirs to trade.

simple beats complex for retail because retail cant properly build, test or maintain complex, not because complexity is inherently bad. the funds eating your lunch run extremely complex models just fine. simple is the right advice for you, but lets not pretend its a universal law rather than a fit-for-amateurs guideline.

these metrics only show the positioning of clients at that specific broker. ig's client book is not 'retail positioning'. it's ig's client book, which has selection biases. the clients of a uk-focused spread betting firm have different profiles than a client base of an asian ecn broker. the data is heavily broker-specific.

best learning resource for beginners: lose money. it teaches faster than any course or book.

carry trade at retail is paying broker swap rates which have a broker markup above the actual rate differential. you might think you're making the full rate differential but you're making rate differential minus 1-2% annual broker markup. check what your actual swap credits are versus the pure interest rate math.