Are You Testing Strategy Edge or Broker Conditions?

[Mrpoker]

Quick question for serious system traders:
When your strategy performs well, how much of that edge is structural… and how much is execution-dependent?

Have you ever:
Randomized slippage in your backtests?

Modeled spread expansion during volatility spikes?

Simulated partial fills across correlated baskets?

Stress-tested latency and fill sequencing?
Most systems don’t fail because the logic is wrong. They fail because execution assumptions were too optimistic.

In a transparent A-book environment like Afterprime(using them because it's the only broker I have seen), trades hit real market liquidity, so your backtested assumptions about fills, slippage, and spreads actually matter.

Execution isn’t an afterthought, it’s part of your edge.

Curious how many here are actively modeling execution uncertainty versus assuming fixed spreads and clean fills? Let’s compare notes.

 

[Parabola]

If your system only works with zero slippage and razor-thin spreads that’s already a red flag. Real markets aren’t clean. For me it’s more about giving trades enough room to breathe. If a few pips of spread widening or minor slippage completely breaks the setup, then the edge probably isn’t strong enough to begin with. Execution matters, no doubt, but robustness matters more.