Slippage Monitor MT5
- Utilities
- Ziheng Zhuang
- Version: 1.0
This EA is designed to monitor the slippage of opening and closing orders, and save the records in csv file.
It is useful to record the slippage and evaluate brokers.
The record files are saved in the folder MT5_Data_Folder\MQL5\Files. Go to "File " --> "Open Data Folder" .
Warning: Do NOT open the files directly, otherwise it will affect the exectution of EA, just copy them to another folder and open them.
Usage:
- Open a chart and load the EA on it, just need only one EA to run, it monitors all orders of all symbols.
Input:
- Show in brief - If true, EA will show the latest 5 open/close slippage in point.
Example Open Slippage: Slippage Monitor 2021( 50495414)-Open.csv. It is the open slippage record.
Prior Time | Ticket Position | Ticket Deal | Symbol | Type | Lots | Prior Price | Open Price | Slippage | Open Time |
---|---|---|---|---|---|---|---|---|---|
2021.11.17 15:47:00 | 96788016 | 73740574 | XAUUSD | Buy | 0.05 | 1862.81 | 1862.78 | 3 | 2021.11.17 15:47:00 |
2021.11.17 15:47:00 | 96788033 | 73740591 | GBPJPY | Sell | 0.05 | 154.312 | 154.319 | 7 | 2021.11.17 15:47:00 |
2021.11.17 15:48:58 | 96788195 | 73740704 | GBPJPY | Sell | 0.05 | 154.321 | 154.321 | 0 | 2021.11.17 15:48:58 |
2021.11.17 15:50:02 | 96788381 | 73740832 | EURUSD | Sell | 0.05 | 1.13061 | 1.13064 | 3 | 2021.11.17 15:50:02 |
2021.11.17 15:50:38 | 96788524 | 73740940 | SPX500 | Buy | 0.1 | 4698.0 | 4698.0 | 0 | 2021.11.17 15:50:38 |
Note:
- Prior Time -- It is the recorded time before order open.
- Prior Price -- It is the recorded price before order open.
- Open Price -- It is the real open price.
- Slippage -- It the difference in point between Prior Price and Open Price.
- for buy orders, Slippage = Prior Price - Open Price in point.
- for sell orders,Slippage = Open Price - Prior Price in point.
- Open Time -- It is open time of position
Example Close Slippage: Slippage Monitor(50495414)-close.csv. It is the close slippage record.
Prior Time | Ticket Position | Ticket Deal | Symbol | Type | Lots | Prior Price | Close Price | Slippage | Close Time |
---|---|---|---|---|---|---|---|---|---|
2021.11.17 15:51:13 | 96788524 | 73741118 | SPX500 | Buy | 0.1 | 4697.7 | 4697.7 | 0 | 2021.11.17 15:51:13 |
2021.11.17 15:51:16 | 96788381 | 73741125 | EURUSD | Sell | 0.05 | 1.13045 | 1.13045 | 0 | 2021.11.17 15:51:16 |
2021.11.17 15:51:20 | 96788195 | 73741129 | GBPJPY | Sell | 0.05 | 154.358 | 154.358 | 0 | 2021.11.17 15:51:20 |
2021.11.17 15:51:24 | 96788033 | 73741137 | GBPJPY | Sell | 0.05 | 154.363 | 154.363 | 0 | 2021.11.17 15:51:24 |
2021.11.17 15:51:28 | 96788016 | 73741140 | XAUUSD | Buy | 0.05 | 1861.3 | 1861.3 | 0 | 2021.11.17 15:51:28 |
Note:
this is a great tool. saves me the hustle of tracking this stuff manually. any chance of getting the source code? I would like to save the info to sqlite database.