i am pretty sure that this topic was discussed many times and there is a common solution for this, so apologize ... i didnt found it.
In my strategy the slippage could be a huge factor of success, so i am looking for a tool, script, indicator whatever that returns me the price that was set by a sell or the buy stop / limit order and the price executed. The price executed is shown in the trading history but the original price is gone. I am not sure if the information is stored in the journal and i have in mind that i saw an indicator that analyze based on the order number the trading history and the journal and detect the difference (positive or negative) between the stop / limit order price and executed price. But i cannot find it and in the meantime i am not sure that this indicator exists.
Does anybody found a solution or is this indicator that i have in mind real?
Any help aprreciated.