I’ve been testing IC Markets for scalping strategies and noticed spread widening during yesterday’s CPI release. Our community’s comparison tool shows conflicting historical spread data compared to their advertised claims. How do you all verify real spread behavior across different sessions? Anyone compared the broker reliability dashboard results against live trading logs? Would especially appreciate insights from traders running EAs during London/New York overlap.
Check the volatility filter in comparison tools
Always cross-reference three data points when verifying spreads:
- Community tool’s volatility filter set to your specific trading hours
- Screenshots from traders running similar strategies
- Broker’s own historical data archive
The key is matching timeframes precisely - spreads behave differently during Asian session calm vs. ECB pressers. Tools showing 20-day rolling averages often miss these spikes. Test with micro lots during next FOMC.
I use the platform’s built-in spread monitor alongside the community dashboard.
Noticed discrepancies sometimes when multiple news events cluster. Maybe server load affects real spreads versus reported averages?
Would love to see more filters for specific economic calendars in the tools.
Ran a test last month comparing 50 NFP events data:
Community tool’s ‘extreme volatility’ mode matched actual spreads better than IC’s own historicals. Their Raw Pricing account stayed within 0.3 pips of tool predictions 83% of time.
Key takeaway - filter tools to show only trades with similar lot sizes to yours. Spread behavior changes dramatically above 20 lots.