Limit order slippage statistics on the exchange - page 4

 
prostotrader:
Try it not in the tester, but in the demo (preferably Opening, it is faster).
I have the same problem. I place orders through the Trade class. There are no slips on shares on the real. Modification of limit via Trade class does not work during testing. It works on real trade.
 
prostotrader:
Try not in tester, in demo (better Opening, it has higher speed).

You don't need to try anything on the demo/reale, because there is a script called SlipPage. It will show you everything at once.

Here we are talking about improper work of the tester.

 

Forum on trading, automated trading systems and trading strategy testing

List of changes in MetaTrader 5 Client Terminal builds

MetaQuotes Software Corp., 2016.09.08 16:39

MetaTrader 5 build 1415 beta: Updated Exposure tab

  1. Tester: Removed slippage in execution of Buy Limit and Sell Limit orders when testing on exchange instruments.

I am glad that it has been corrected. But why does this only affect stock symbols? In the FOREX market the positive slippage of Limit orders in the tester causes very decent distortions. You will say that positive ones do occur there. Of course they do. But there are also requotes which are not present in the tester (arbitrary delay is not an option). Bottom line is that mathematically on any real account (due to requotes in limit orders) slippage is not only zero but cannot even compensate losses due to requotes - we lose summarily.

In other words, positive slippage in the tester without requotes is an embellishment of the real situation. Please think on this topic. If you need some constructive proof of any assertions - I'm open to it. With all due respect, positive slippages in the FOREX tester should be removed too. This only applies to limit orders. Who needs these slippages, let them use market orders and continue to rejoice in tester grails. And for those who use limit orders, the current approach of their execution causes very serious distortions in the results.

 
Renat Fatkhullin:

Will the TP of an openposition in Hedge accounts match the limit order? Or can this be left up to brokers: some will do it by default through margin orders, while others will do it through limit orders, with the possibility of partial execution and no negative slippages. As it is implemented in Alpari.

Feedback from those who have a history of trading on Hedge accounts. Is there negative slippage or partial execution for TP there?

Still, TP in MT4 and in MT5, as it turns out, are very different in essence.

 
fxsaber:

Will the TP of an openposition in Hedge accounts match the limit order? Or can this be left up to brokers: some will do it by default through margin orders, while others will do it through limit orders, with the possibility of partial execution and no negative slippages. As it is implemented in Alpari.

Feedback from those who have a history of trading on Hedge accounts. Is there negative slippage or partial execution for TP there?

Still, TP in MT4 and in MT5, as it turns out, are very different in essence.

This question should not be asked in the "Stock Trading" section
 
fxsaber:

Renat is reading this thread. As a result, slippage for exchange instruments has been removed.

I do not want to create a new branch and PR for its developers. They read this one - so I have a question for them.

And users have never responded, so the question to them that above is 99% rhetorical.

Limit orders, as it turns out, are too delicate a matter for users. What to say about the arcane types of TP implementations.

OK, let's go over limit orders for trading on the Exchange with you.

Let's start with an easy one.

What do you mean by a "limit order"?

 
fxsaber:
Are you trying to test me or something? With Renat the limit orders for the Exchange have been sorted out in an excellent constructive way.

I am not checking anything. You are the one who started this thread.

I have a doubt that you misunderstand what a Limit order is

Added

There is no "slippage" of a Limit order on the Exchange!

Added

If you don't want to understand it, that's up to you.

 
fxsaber:
Read at least two pages of this thread. Proved that there is slippage in the tester and there shouldn't be. Renat has corrected the situation. Now I hear statements that there is no slippage. Are you sure you see all the messages?
You do not hurry to press the keys, and write consciously, deliberately: at the exchange (real account) - so-and-so issue, at the exchange in the tester (real account) - so-and-so issue. Otherwise it seems that you do not understand the essence of exchanger.
 
fxsaber:
Read at least two pages of this thread. Proved that there are slips in the tester and there shouldn't be any. Renat has corrected the situation. I am now hearing statements that there are no slippages. Are you sure you see all the messages?

OK, stay with the 'hole in the head' on this one.

A picture has been added.

 
fxsaber:
Where do you think you are going? For what reason did you think I was proving to anyone that Limiters slide to the upside on the Exchange? I just wonder where you got this nonsense about me.

You take the curtain off your eyes!

Not in the plus, not in the minus, Limit orders do not slip!

You are just a stubborn person who does not understand the scheme of life of a Limit order on the Exchange!

The discussion with you is over!

Reason: