Limit order slippage statistics on the exchange - page 6
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More precisely - for exchange instruments Limit orders placed at a better market price(higher Ask for BuyLimit and lower Bid for SellLimit) will be executed (activated) immediately after being placed (without waiting for the next price) at the current market price (Ask for BuyLimit, Bid for SellLimit).
Not strictly over/under.
Thank you for improving the tester. While you are at it, maybe you could think about it.
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Limit order slippage statistics on the exchange
fxsaber, 2016.09.08 17:43
For what reason does this only apply to exchange traded instruments? On FOREX in the tester, positive limit order slippages introduce very decent distortions. You will say that positive ones happen there. Of course they do. But there are also requotes which are not present in the tester (arbitrary delay is not an option). Bottom line is that mathematically on any real account (due to requotes in limit orders) slippage is not only zero but cannot even compensate losses due to requotes - we lose summarily.
In other words, positive slippage in the tester without requotes is an embellishment of the real situation. Please think on this topic. If you need some constructive proof of any assertions - I'm open to it. With all due respect, positive slippages in the FOREX tester should be removed too. This only applies to limit orders. Who needs these slippages, let them use market orders and continue to rejoice in tester grails. And for those who use limit orders, the current approach of their execution causes very serious distortions in the results.
Not strictly over/under.
Of course it is more than/less than or equal to.
There is no 'right' option here, each of the behaviours has its advantages and disadvantages. No changes will be made in the near future.
On the MQ-Demo MOEX-symbols slide!
On the MQ-Demo MOEX-symbols slide!
Strange statement, Demo slides 8-OStrange statement, Demo slides 8-O
In the context of the branch - Tester.
In the context of the branch - Tester.
Screw him, with your capabilities you could have written your own tester a long time ago.Forget about it, with your capabilities you could have written your own tester a long time ago.
It would help everyone if the MT5 tester took the place of a benchmark tester.
It would help everyone if the MT5 tester took the honourable place of a benchmark tester.
The benchmark is different for everyone.
For a brokerage company it is useful for the tester to show the mountain of gold.
For the trader it is useful for the tester to show what he needs.
Who to adapt to?
It would help everyone if an MT5 tester took the honourable place of a benchmark tester.
Do you, dear fellow, make any money on the real?
First the terminal should work properly, and then everything else.