Why your stops get slipped during the NY open latencyGoldOANDA:XAUUSDEduardoCTSA lot of guys blow funded accounts right at the NY open and blame the prop firm, the issue is usually your own chart Standard platform GUIs aggregate incoming tick data to save local memory, during a massive volatility spike, the raw exchange feed processes thousands of transactions per second. Because of this, your screen is often rendering a ghost price from 300 milliseconds ago. If your automated strategy fires a managed order based on a visual bar close, that micro-liquidity is already gone, you eat massive slippage and hit your daily loss limit. The only way to survive high-volume sweeps is to decouple your execution logic from the chart GUI. You have to read the raw Level 2 data stream directly and fire unmanaged orders straight into the broker API. Stop trusting the pixels when the tape is moving fast, your entry trigger needs to be blind to the chart.