1860 Strategy Tester Slippage

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George McCormick
163
George McCormick  

Hi all,

I read an MQL5 article which stated that slippage would be included when using the every tick & real tick modes within the strategy tester - https://www.metatrader5.com/en/terminal/help/testing_features

Unfortunately so far during all of my tests, slippage has not been included and I have received the requested price for each order (not possible with my strategy as I do encounter slippage with almost every trade). I am using buy stop and sell stop orders so slippage should be a factor in the strategy tester.

Can anyone help with this?

Thanks

Enrique Dangeroux
410
Enrique Dangeroux  
George McCormick:

Hi all,


I read an MQL5 article which stated that slippage would be included when using the every tick & real tick modes within the strategy tester - https://www.metatrader5.com/en/terminal/help/testing_features


Unfortunately so far during all of my tests, slippage has not been included and I have received the requested price for each order (not possible with my strategy as I do encounter slippage with almost every trade). I am using buy stop and sell stop orders so slippage should be a factor in the strategy tester.


Can anyone help with this?


Thanks

Maybe this will help

https://www.mql5.com/en/code/16134

SlipPage
SlipPage
  • votes: 20
  • 2016.09.19
  • fxsaber
  • www.mql5.com
During the execution, slippages induce non-system profit/loss. This script outputs the values of these slippages in the account currency. It is possible to evaluate the order execution of the trading system — contribution of slippages in its expected payoff. In the "real ticks" mode...
George McCormick
163
George McCormick  
Enrique Dangeroux:

Maybe this will help

https://www.mql5.com/en/code/16134

Thanks!

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