What's this numbers in slippage tab

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What's this numbers?

What's number 5 and what's 3374?!

 

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Forum on trading, automated trading systems and testing trading strategies

How to read the slippage tab in signal provider pages ?

Eleni Anna Branou, 2019.03.31 19:36

Krishna Aditya Rachman: how to read the slippage tab in signal provider page ? if it's written 1.89 x 2746 what does that mean ?

The average slippage using this server is 1.89 points, over 2746 already executed trades.

These values and data are only indicative though and not always true or trustworthy.

Forum on trading, automated trading systems and testing trading strategies

Slippage of signal

Sergey Golubev, 2020.07.19 06:57

Look at this page - Slippage during copy trading 

The average slippage is calculated based on statistics of trading signals execution at different brokers. Statistics is gathered for all signals at the provider's server. The difference between the order price placed by the signal provider and the order execution price at the subscriber's server is defined. The average value is calculated based on these data.

Number of slippage points is displayed according to the price accuracy (number of decimal places) at the signal provider's side.

Slippage can be caused by differences in quotes on the servers or trade execution delays. The lower the slippage, the higher the accuracy of the signal copying.

 
Is this 5-point distance with respect to the signal provider's account or without it? In other words, what is the slippage of the signal provider's account itself?
 
Majid Eany #: Is this 5-point distance with respect to the signal provider's account or without it? In other words, what is the slippage of the signal provider's account itself?

That is not known. Only the the original trader can possibly calculate or know that.

 

I will run a HFT robot in [broker name redacted] broker Real ECN account because I have good results in this broker demo ECN account

And must know how much is different slippage in this 2 account.

 
Majid Eany #: I will run a HFT robot in [broker name redacted] broker Real ECN account because I have good results in this broker demo ECN account. And must know how much is different slippage in this 2 account.

If you are the one offering the signal, then measure your own slippage.

Besides, HFT signals cannot be copied reliably. The delay in copying the signal is much too long, compared to the required reaction time for the HFT strategy to be profitable.

This is the same reason why most prop-firms do not accept HFT trading, because it is difficult to copy even if using the same broker on both ends.

So, don't offer HFT signals. The subscribers will just end up losing their funds.


 

It seems like you have a lot of experience.

In your opinion, how many points of slippage can two similar broker accounts, such as real ECN and demo ECN, have in a real account? If it is less than 3 points, it is not important.

 
Please note that I am referring to two accounts in the same broker, and I do not want to copy them
 

I have good results in demo ECN and want run it in the real ECN account.

 
Majid Eany #: It seems like you have a lot of experience. In your opinion, how many points of slippage can two similar broker accounts, such as real ECN and demo ECN, have in a real account? If it is less than 3 points, it is not important.
Majid Eany #: Please note that I am referring to two accounts in the same broker, and I do not want to copy them
Majid Eany #:I have good results in demo ECN and want run it in the real ECN account.

It is impossible to generalise. It has to be measured and then statistically analysed. Each case is different and depends on many factors, the strategy, network latency, processing delays, market volatility and liquidity, etc.

Program your HFT EA, to measure the slippage for each transaction and save the data for analysis.

Also, please note that slippage on real accounts can be much more than on demo accounts.

 
Okay, I know that slippage in a real account is more than in a demo account, but my question was how much it can be approximately?"
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