Slipage Indicator

[FXMan77]

Hello,

I'm looking for slipage indicator.

Thanks.

FXmann77

[Ray]

Where will the data come from?

[William Roeder]

Data doesn't exist, your EA will have to generate it

oo.ticket = OrderSend( ..., now.open, ... );
if (oo.ticket < 0){ ... }
else if (!OrderSelect(oo.ticket,SELECT_BY_TICKET)){ ... }
else{   static int newCount=0;  if (newCount<20) newCount++;    double
   slippage        = (OrderOpenPrice() - now.open)*DIR;  // Buy: DIR=+1, now.open=Ask
   slippage.ave   += (slippage - slippage.ave)/newCount; // Negative is good.
}

[FXMan77]

WHRoeder:
Data doesn't exist, your EA will have to generate it

Thnaks, I will try.

I have some question.

Somebody tell me, that if I put Slippage =0, broker can give me any slippage,

if slippage =1, only one.

It is trou?

[FXMan77]

phy:

Where will the data come from?

From trading platform.

If Slippage > 1;

return (0);

(No trades)

[Ray]

FXMan77:

From trading platform.

If Slippage > 1;

return (0);

(No trades)

How would you know slippage was going to be > 1 before taking a trade to find out if it slips?

[FXMan77]

phy:

How would you know slippage was going to be > 1 before taking a trade to find out if it slips?

To beer or not to beer!

Will be good if we can solve this problem.

[FXMan77]

FXMan77:

To beer or not to beer!

Will be good if we can solve this problem.

What about deviation?

[chris benjamin]

You cannot find out the slippage before the trade takes place. Slippage is not a fixed constant, it varies depending on each trade so to predict the slippage is impossible.

[FXMan77]

chrisbenjy:
You cannot find out the slippage before the trade takes place. Slippage is not a fixed constant, it varies depending on each trade so to predict the slippage is impossible.

Thanks Chris,

What about delay? Delaying open a trade if slippage > 2. e.g.

[FXMan77]

WHRoeder:
Data doesn't exist, your EA will have to generate it

Hi,

Could you please be more specific. Thanks.

{
ticket=OrderSend(Symbol(),OP_BUY,Lots,now.open,0,0,0,"",MagicNumber,0,DarkBlue);
if ticket <0
{ ?????}
else
if (!OrderSelect(ticket,SELECT_BY_TICKET);
{????}
else
static int newCount=0;
if (newCount<20) newCount++;
double slippage = (OrderOpenPrice() - now.open)*DIR; // Buy: DIR=+1, now.open=Ask
slippage.ave+= (slippage - slippage.ave)/newCount; // Negative is good.

return(0);
}