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Slippage Calculator

5

If you are using scalping strategies (or any strategy that uses stop orders for position opening or closing) you need to know your slippage. Slippage is the difference between your pending order price and the price that your brokers uses to execute your order. This can be really different and depends on the broker as well as on the market conditions (news, trading hours, etc..)

With this small script you can calculate the slippage you "paid" in points and also in your account currency. You also get average values.

The script has inputs to filter a time period and specific magic numbers. You can also choose to enable all symbols or only analyze one specific symbol.

The analysis will be made for all the buy stop and sell stop orders that were used for position entries and all the stop loss orders that were used for position exits.

Comentarios 9
Milko Vivaldi
367
Milko Vivaldi 2024.10.11 19:57 
 

Good tool!

TraderFranzII
34
TraderFranzII 2022.11.03 16:21 
 

Sehr gutes Script zur Überwachung der tatsächlichen Slippage im Livehandel. Vielen Dank

1MarLe5
39
1MarLe5 2022.10.13 08:27 
 

sehr gut

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Unlike many other programs in the mql5 market this is a REAL day trading strategy. It does not use any martingale or grid functionalities and follows a logical concept. The Range Breakout Expert Advisor can be used to trade time ranges. The market often finds its direction in the morning hours and then follows this trend for the day. This expert advisor is designed to trade these trends after the morning breakout. Still you can trade all sorts of time breakouts with this program. I use the st
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Milko Vivaldi
367
Milko Vivaldi 2024.10.11 19:57 
 

Good tool!

Fabio Rocha
1018
Fabio Rocha 2022.11.30 01:15 
 

El usuario no ha dejado ningún comentario para su valoración

Omar Atik
128
Omar Atik 2022.11.14 12:24 
 

El usuario no ha dejado ningún comentario para su valoración

TraderFranzII
34
TraderFranzII 2022.11.03 16:21 
 

Sehr gutes Script zur Überwachung der tatsächlichen Slippage im Livehandel. Vielen Dank

Andrea Strano
254
Andrea Strano 2022.10.27 23:37 
 

El usuario no ha dejado ningún comentario para su valoración

Olga Snizhko
980
Olga Snizhko 2022.10.16 22:59 
 

El usuario no ha dejado ningún comentario para su valoración

harcibociFx
57
harcibociFx 2022.10.15 11:01 
 

El usuario no ha dejado ningún comentario para su valoración

Shailesh Manjhi
38
Shailesh Manjhi 2022.10.13 15:24 
 

El usuario no ha dejado ningún comentario para su valoración

1MarLe5
39
1MarLe5 2022.10.13 08:27 
 

sehr gut

Respuesta al comentario
Versión 1.4 2022.10.22
- Show TP slippage
Versión 1.2 2022.10.14
- Minor Changes
Versión 1.1 2022.10.11
- Minor Changes