Scripts: Cost and Slippage Sensitivity Analyzer
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Cost and Slippage Sensitivity Analyzer:
A pure-MQL5 script that measures how robust a strategy's edge is to execution costs. It reads a Date,Profit,Volume CSV of closing deals and models each deal's cost as a fixed part plus a per-lot part. It prints the breakeven cost per deal, the cushion (the multiple of an assumed realistic cost at which the net profit reaches zero), the net profit and profit factor re-priced at the assumed cost, the share of winners the cost turns into losers, and a composite A+ to F cost-robustness score with recommendations. If no file is present it generates a reproducible sample and analyzes it, so the output is visible on the first run. No external libraries, no Python, no AI.
Author: Cristian David Castillo Arrieta