How use filling trpe IOC & FOK to solve the slippage?
jianbin huang: Hello everyone, I am a developer. My EA often encounters slippage problems in the market, especially when the lot is large. I try to set filling type to solves this but it doesn't seem to work. I'm looking for some answers : 1. can anyone effectively apply IOC, FOK and return filling types? 2. does the setting of filling need to be on ECN to achieve the effect? 3. can the slippage problem be solved theoretically? I hope someone can help me, I will be very grateful!
You can't just change the filling policies on a whim. They have specific functions and none of them have to do with slippage. Slippage can't be solved. It's part of trading. Learn to understand what it is and how to minimise its effects.
Maybe I didn't make it clear. Now I give an example.
If I send 5lot BUYLIMIT order at a certain price and set fillingtype to FOK,
I understand that it will only match the SELL/SELLLIMIT order with 5lot at this price.
Does this solve the slippage problem?
jianbin huang #: Maybe I didn't make it clear. Now I give an example. If I send 5lot BUYLIMIT order at a certain price and set fillingtype to FOK, I understand that it will only match the SELL/SELLLIMIT order with 5lot at this price. Does this solve the slippage problem?
I have already stated that "Filling Policy" has nothing to do with price quote slippage. It has to do with volume. Read: Basic Principles - Trading Operations - MetaTrader 5 Help
Basic Principles - Trading Operations - MetaTrader 5 Help
- www.metatrader5.com
Before you proceed to study the trade functions of the platform, you must have a clear understanding of the basic terms: order, deal and position...
If you receive negative slippage with a Limit order, your broker is screwing you over.
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Hello everyone, I am a developer. My EA often encounters slippage problems in the market, especially when the lot is large.
I try to set filling type to solves this but it doesn't seem to work.
I'm looking for some answers :
1. can anyone effectively apply IOC, FOK and return filling types?
2. does the setting of filling need to be on ECN to achieve the effect?
3. can the slippage problem be solved theoretically?
I hope someone can help me, I will be very grateful!