SignalX Slippage Audit
- Utilities
- Ahmed Ismail Muhammad Ismail Al Talhat
- Version: 1.0
- Activations: 5
What this is
Your backtest is scored on the price you asked for. Your account is scored on the price your broker gave you, and the difference is paid on every single trade. The platform does not report that difference anywhere, which is why almost nobody measures it. This utility catches each deal as it is added to the account, compares the fill with the price that was actually requested, and turns the gap into points and into money - split by symbol, by direction and by hour of the server day.
What it does
Catches every deal as it is added, compares the price filled with the price requested, and reports slippage in points and account currency by symbol, direction and hour of the server day.
- Reads the trade transaction stream rather than the order history: it scores fill quality per deal at the moment of execution, including the requested price, which the terminal does not otherwise preserve anywhere. Measurement only, it never trades.
- Runs on a single chart; it does not need to be the chart you trade from.
- No DLL calls. No external services. No network requests.
- No account, terminal, symbol or time limitation is embedded.
Inputs
| Input | Type | Default |
|---|---|---|
| InpTrackMarket | bool | true |
| InpTrackPending | bool | true |
| InpTrackStops | bool | true |
| InpSymbolFilter | string | |
| InpFlagAbovePoints | double | 5.0 |
| InpShowPanel | bool | true |
| InpPersistToFile | bool | false |
| InpFileName | string | SignalX_Slippage.csv |
How to use it
- Attach the utility to a chart; it draws itself and needs no other file.
- Set the inputs to match how you read the chart. Defaults are deliberately plain.
- Nothing is sent anywhere: it reads the chart it sits on and writes only to that chart.
- Test on a demo account first. That is not a formality; the defaults are not tuned to your broker.
Notes
- Written for MetaTrader 5, any broker. It uses only standard platform functions; no DLL, no external library.
- Coexists with other tools on the same account; it only touches what you point it at.
- It performs management and measurement only; it does not generate trading signals.
Honest limits
- This is a tool, not a strategy. It does not predict anything and it cannot make a losing method profitable.
- No performance figures are published for it because tools of this kind do not have a meaningful backtest curve of their own.
- If your broker quotes oddly (very wide spreads, non-standard tick values) verify the sizing on a demo account before using real funds.
Trading involves risk of loss. Nothing here is financial advice.
