Strategy Tester Slippage Inquiry

 

Hi Experts,

Does the mt5 strategy tester simulator included the slippage during high impact news?

 
As far as I am aware, the only way to make the strategy tester give you slippage is by setting the execution delay to values other than 0 ms.

If you want to stress test your EA, use "random execution". It will for sure give you a good idea on how stable your code is working.

It once happend to me on accident and the amount of code I had to write to compensate for all the errors in execution really made my EA be very robust to real world situations.

Since then my code handles also high impact news quite well and reliable. But it was shocking to see how much effort I had to put in to make it work under "random" conditions.


 
Dominik Christian Egert #:
As far as I am aware, the only way to make the strategy tester give you slippage is by setting the execution delay to values other than 0 ms.

If you want to stress test your EA, use "random execution". It will for sure give you a good idea on how stable your code is working.

It once happend to me on accident and the amount of code I had to write to compensate for all the errors in execution really made my EA be very robust to real world situations.

Since then my code handles also high impact news quite well and reliable. But it was shocking to see how much effort I had to put in to make it work under "random" conditions.


What do you mean by "random execution" ? Right now the only idea I have to detect slippage is compared previous candle price closed to current candle price open and make decision based on that. You seemed experienced, if I may ask does big slippage have ever occurred to you? If so, how do you deal with this? This is my biggest concern right now after backtested my current trading plan.

 
M. Amir #:

What do you mean by "random execution" ? Right now the only idea I have to detect slippage is compared previous candle price closed to current candle price open and make decision based on that. You seemed experienced, if I may ask does big slippage have ever occurred to you? If so, how do you deal with this? This is my biggest concern right now after backtested my current trading plan.

I would say, "big slippage" is very relative, as it is depending on your strategy. 

Example: If your TP is around 100 points of price change, a slippage of 5 points would be a 5% slippage. - Is that much? 

Slippage will occur, you will not be able to avoid it, though, depending on the liwuidity of your broker. 


To set your strategy tester to emulate some "real world" scenarios, use the input dialog to change the behaviour:

Also set the modelling to "based on real ticks".

 
Dominik Christian Egert #:

I would say, "big slippage" is very relative, as it is depending on your strategy. 

Example: If your TP is around 100 points of price change, a slippage of 5 points would be a 5% slippage. - Is that much? 

Slippage will occur, you will not be able to avoid it, though, depending on the liwuidity of your broker. 


To set your strategy tester to emulate some "real world" scenarios, use the input dialog to change the behaviour:

Also set the modelling to "based on real ticks".

Thanks Sir! your insight is certainly helpful.

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