OrderSend / OrderModify live processing times

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Well. Stage 1 of my MT4 life is complete. I have an EA that earns a good profit on demo accounts. But I think it's too good to be true as profits are directly affected by the brokers' processing times of OrderSend and, in particular, OrderModify.

Am I right i assuming processing times are unrealistically small on demo accounts, compared to live accounts.

Has anyone tested order processing times on live accounts?

- differences with demo account

- differences between brokers

- ECN vs market makers

- differences during the day

- differences between currencies

etc.?

I hope to hear everyone's experiences. I will be doing these kinds of tests between now and next Feb, so I hope I can get back with some results.

 
Wouldn't you get your answers faster by testing live on penny accounts?
 
I will anyway, but I thought we might pool data, especially if results change over time
 
Do you believe that your orders are time/processing sensitive? Like if you mis a delay of over 30 seconds then the strategy fails?
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