As you can clearly see, the spreads are much better on IB, the Roll is non existent and commissions are low. The only requirement is of larger lot sizes. To make the comparison fair I moved up the amount of margin to 20,000 (assuming it will generate larger transactions to accommodate larger lot size at IB) as you will notice in both screenshots attached.
Looking at these, I will presume that IB will at-least offer a 20% p.a. cost reduction. Why do Zorro's test results go the other way ?
B) Why are all my results maxing out at 200%ish while some screenshots posted on your old blogs show upwards of 400%. Is there something I am doing wrong in configuration?
C) On some assets like CL which I trade manually, I find that FXCM prices move faster and in higher oscillation as compare to NYMEX. Fxcm also tends to have unusual spikes during low volume hour (for example at 7:20 pm ish on July 19th 2016). Interactive Broker's feed at the same time is more stable. I do not understand the tech-ness of front-running or other special effects, but I would believe that such scenarios can only hurt the retail trader. This point is not a question, but just a comment in reference to my original question.
Re: Cheaper execution on Z12 leading to less profit
[Re: alpha_Johnny]
#460991 07/22/1608:5707/22/1608:57
When you get different results with different brokers and don't know why, the quickest way to find out is looking in the performance report. There you can see which parameters come out very different.
IB is no good choice for retail Forex trading due to their high margin and capital requirement, and their complex cost structure. Since annual return is profit divided by required capital, you get of course a much smaller annual return with IB than with normal Forex brokers. The real difference is not as bad, since you normally have anyway more capital on the account than the required minimum. Still, I would not trade a Forex strategy with IB, at least not with small capital.
