The new way recording ticks improved the test results so they seem to be more realistic but the differences between test and live runs are still there and although there are meanwhile similar (but not identical) test results using recorded and downloaded FXCM prices their differences to 'reality' are significant, they are even more significant if using real accounts instead of demos. Probably because real accounts behave more nervous esp. in shorter time frames. So I finish my efforts to simulate broker arbitrage, it is too much time consuming with only little use and turn my attention towards live trading.