Limit order slippage statistics on the exchange

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In MT5 there is a great feature to determine the slippage of pending orders from the history. In particular, limit orders.

I would like to ask your real traders to share the statistics of slippage of your limit orders on the exchange. From the laws of exchange execution it follows that limit orders on the exchange actually cannot be executed with slippage (there are nuances between sessions - not the point). The developers in the tester have made it so that there limit orders get good slippage all the time in favour of the client.

Share your stats to see how it actually happens. Thank you!

If there is no slippage (or close to zero) then the tester is not accurate, to put it mildly.
 
fxsaber:
In MT5 there is a great feature to determine the slippage of pending orders from the history. In particular, limit orders.

I would like to ask your real traders to share the statistics of slippage of your limit orders on the exchange. From the laws of exchange execution it follows that limit orders on the exchange actually cannot be executed with slippage (there are nuances between sessions - not the point). The developers in the tester have made it so that there limit orders get good slippage all the time in favour of the client.

Share your stats to see how it actually happens. Thank you!

If there are no slippages (or close to zero) then the tester is not accurate, to put it mildly.

I'm sharing top secret statistics on limit order slippage on the exchange.

So, the average slippage is 0.0 points. Any other questions?

 
Vasiliy Sokolov:

I am sharing the top secret statistics of slippage of limit orders on the exchange.

So, the average slippage is 0.0 pips. Any other questions?

Then why are they slipping in the tester and no one cares?
 
fxsaber:
Then why are they slipping in the tester and nobody cares?
Use every tick mode. Then the slipping will stop.
 
Vasiliy Sokolov:
Use the mode every tick. Then the sliding will stop.
It's not like every tick, but ticks based on actual ticks...
 
Vasiliy Sokolov:
Use the mode every tick. Then the slipping will stop.
I use real ticks mode. On the stock market, they slide. On forex, it's horror at all: up to a few tens of pips. Tester grails!
 
fxsaber:
I use the "by real ticks" mode. On the stock market it slips. On forex, it's a nightmare: up to a few tens of pips. Tester graals!
What build of the terminal do you have?
 
Karputov Vladimir:
What build of terminal do you have?
1368. 1375 will not help, as this behaviour of the tester has been officially announced by the developers.
 
Karputov Vladimir:
It's not every tick, but ticks based on real ticks...

Both modes should be robust.

fxsaber:
I use the "based on real ticks" mode. On the stock market it slips. On forex, it's horror at all: up to a few tens of pips. Tester grails!

Screenshots and logs in the studio. Prices of pending orders with their actual triggering prices. + Preferably a test code to reproduce the results.

Z.I. No, it should not be like this in every tick and every tick based on real ticks modes.

 
Vasiliy Sokolov:

Both modes should be robust.

Screenshots and logs in the studio. Prices of pending orders with their actual triggering prices. + Preferably a test code to reproduce the results.

Z.I. No, it should not be like this in modes every tick and every tick based on real ticks.

I'll go offline in about a week and show in detail on MOEX if I have access to a demo.

With forex, I think you are aware that in the tester everything slides very much on real ticks.

 

It is not quite clear how slippage in the tester is in favour of the client.

In testing, anything can happen, for example, from the robot looking into the future.

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