Limit order slippage statistics on the exchange - page 9

 
fxsaber:

Because the Tester is not an exchange. TP on an exchange can have negative slippage because of the lag factor, which is not present in the Tester in "No Delay" trading mode.

I disagree - slippage is significant primarily due to lack of liquidity - because of the fact that everyone triggers stop turns out to be discharging the cup, I have faced this more than once.

 
Aleksey Vyazmikin:

I disagree - slippage is significant primarily due to lack of liquidity - the fact that everyone's stops are triggered results in discharging the cup, I've encountered this more than once.

If we are talking about the reason why market orders slip, then yes - liquidity and lag. Only it has nothing to do with the Tester again.

 
fxsaber:

If we talk about the reason why market orders slide, then yes - liquidity and lag. Only this has nothing to do with the Tester again.

So shouldn't the tester be emulating the market and not just creating a stationary trading model?

To me the market is more important than just the maths. Although I agree that some expectations are not fulfilled because of this and you wonder for a long time what's the reason...

However, I am in favour of the user being able to set his own slippage for stop orders (TP and SL).

 
Aleksey Vyazmikin:

But, I am in favour of the user being able to set the slippage on stop orders (including TP and SL) himself.

Tester settings are great, but the developers don't go the customisation route because it makes the product more difficult to use en masse.

Imagine how many additional questions/answers would arise from just one such customisation.
 
fxsaber:

Tester settings are great, but the developers are not going down the customisation route, as it makes it difficult to use the product en masse.

Imagine how many additional questions/answers will arise from just one such setting.

Questions can always be answered in this way, aren't there already a lot of different settings in the tester? And then, the masses want to see a professional tool and feel like a professional market player/experimentalist/genius, and it doesn't matter that they might not use all the functionality - the entourage is also very important.

This is, of course, my speculation; it's impossible to say for sure without research.

In any case, it is feasible to implement such a feature, and I don't think it's too difficult,

 
fxsaber:

To the MT5 Tester, not the exchange. At least let the TP in the tester work in a human way. What prevents MQ from sending limiters instead of market - is not clear.

As for the TP, it's the flowers.

And there is nothing wrong with limiters.

And the cherry.

This example turned out to be much cooler. It was coded TP, placed by broker! And almost immediately (waited up to 115 ms-apparently, it was a bug of MT5) after the checkout the broker set another TP, which was executed. The comments to the orders did not show up in the screenshot. Green colour isORDER_REASON_TP. Accordingly, the order even has the ORDER_POSITION_ID.

I.e., TP is reordered and waits for the next tick to be reordered. It is not set at once.

Fucking theorists!

I did not see such tool "eurusd" on the exchange?

 
Sergey Chalyshev:

I have not seen such an instrument as "eurusd" on the stock exchange?

It is certainly possible to take phrases out of context.

 
fxsaber:

Taking phrases out of context is certainly possible.

Hadn't thought of that, trying to get into the whole topic.

This is a stock trading section, forex is not welcome. It's the other way round in the tester.

I also tried to adapt the tester to the stock market, the result was a ban.

Now, a long time ago, I wrote my own tester, which I advised you to do, and I don't bother.

 
Sergey Chalyshev:

Now, a long time ago, I wrote my own tester, which I also advised you to do, and I don't bother.

You could, of course, give it all up by writing something of your own. This is probably a philosophical question of how to proceed.

 
fxsaber:

You could, of course, nail it all down by writing something of your own. It's probably a philosophical question of how to proceed.


I agree.

Fighting the mill is no longer for me.

But if you feel like it, you'd better pay attention to how stop-limit orders are executed.

Reason: