Thanks jcl. I thought I almost understood...

If broker B's costs are 2x broker A's, wouldn't a given system function differently, trade differently, generate different optimization parameters, Optimal F's, etc.? I.e., train differently because the different cost structures will make it trade differently?

I'm also lost about not auto-trading with a DD broker - isn't that just another set of cost parameters? Or are you saying a DD broker's cost structures and/or historical trading-against-you patterns aren't consistent?

Thanks.