Thanks jcl. OK, now I understand what you're saying, I think.

Let me rephrase to be sure: For "normal" BarPeriods that we would use with Zorro, say 1 (minute) or greater, all brokers' costs are a tiny, negligible part of a system's profitability, dwarfed by the price moves we're trying to catch, and hence variations between brokers don't really matter.

However, if we try to push the limits to BarPeriods, say, <1 and catch smaller price moves there will come a point where different brokers' costs will have an impact.

Is that correct?

Or are there "gotchas" that will come into play at even the higher BarPeriods and make brokers' costs non-negligible?

Also, referencing a question in another thread, is this at all affected by broker/account type? DD vs. ECN vs. ???

Thanks!