Slippage Monitor MT5

4.33

This EA is designed to monitor the slippage of opening and closing orders, and save the records in csv file.

It is useful to record the slippage and evaluate brokers.

The record files are saved in the folder  MT5_Data_Folder\MQL5\Files.  Go to "File " --> "Open Data Folder" .

Warning: Do NOT open the files directly, otherwise it will affect the exectution of EA, just copy them to another folder and open them.


Usage:

  • Open a chart and load the EA on it, just need only one EA to run, it monitors all orders of all symbols.

Input:

  • Show in brief - If true, EA will show the latest 5 open/close slippage in point.

Example Open Slippage:  Slippage Monitor 2021( 50495414)-Open.csv. It is the open slippage record.

Prior Time Ticket Position Ticket Deal Symbol Type Lots Prior Price Open Price Slippage Open Time
2021.11.17 15:47:00 96788016 73740574 XAUUSD Buy 0.05 1862.81 1862.78 3 2021.11.17 15:47:00
2021.11.17 15:47:00 96788033 73740591 GBPJPY Sell 0.05 154.312 154.319 7 2021.11.17 15:47:00
2021.11.17 15:48:58 96788195 73740704 GBPJPY Sell 0.05 154.321 154.321 0 2021.11.17 15:48:58
2021.11.17 15:50:02 96788381 73740832 EURUSD Sell 0.05 1.13061 1.13064 3 2021.11.17 15:50:02
2021.11.17 15:50:38 96788524 73740940 SPX500 Buy 0.1 4698.0 4698.0
0 2021.11.17 15:50:38

Note:

  • Prior Time -- It is the recorded time before order open.
  • Prior Price -- It is the recorded price before order open.
  • Open Price -- It is the real open price.
  • Slippage -- It the difference in point between Prior Price and Open Price. 
  • for buy orders, Slippage = Prior Price - Open Price in point.
  • for sell orders,Slippage =  Open Price - Prior Price in point.
  • Open Time -- It is open time of position

Example Close Slippage:  Slippage Monitor(50495414)-close.csv. It is the close slippage record.

Prior Time Ticket Position Ticket Deal Symbol Type Lots Prior Price Close Price Slippage Close Time
2021.11.17 15:51:13 96788524 73741118 SPX500 Buy 0.1 4697.7 4697.7 0 2021.11.17 15:51:13
2021.11.17 15:51:16 96788381 73741125 EURUSD Sell 0.05 1.13045 1.13045 0 2021.11.17 15:51:16
2021.11.17 15:51:20 96788195 73741129 GBPJPY Sell 0.05 154.358 154.358 0 2021.11.17 15:51:20
2021.11.17 15:51:24 96788033 73741137 GBPJPY Sell 0.05 154.363 154.363
0 2021.11.17 15:51:24
2021.11.17 15:51:28 96788016 73741140 XAUUSD Buy 0.05 1861.3 1861.3 0 2021.11.17 15:51:28

Note:

  • Prior Time -- It is the recorded time before order close.
  • Prior Price -- It is the recorded price before order close.
  • Close Price -- It is the real close price.
  • Slippage-- It is the slippage in point between Prior Price and Close Price.
  • for buy order close , Slip Point = Close Price - Prior Price in point.
  • for sell order close,  Slip Point = Prior Price - Close Price in point.
  • Close Time -- It is close time of position.


  • Reviews 8
    Andrew Michael Lee
    160
    Andrew Michael Lee 2025.07.03 04:41 
     

    Perfect slippage monitor - thanks for providing this very effective tool Ziheng

    Blessing Dumbura
    327
    Blessing Dumbura 2022.04.29 12:32 
     

    this is a great tool. saves me the hustle of tracking this stuff manually. any chance of getting the source code? I would like to save the info to sqlite database.

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    The purpose of the inidcator is to identify the reversal point. The blue arrow is buy signal and the yellow star is its stop loss. The red arrow is sell signal and the yellow star is its stop loss. Please note that the singal is against trend,it could be continual fail. Alert feature: if there is a signal, the indicator will send alerts of  popup window,email or mobile push. Inputs: Popup Window Alert: it is false in default Email Alert : it is false in default Mobile Push Alert: it is false in
    This EA provides the following functions: Open a position: When the price crosses the trend line, open a long or short order Closing: When the price crosses the trend line, close the long or short position Trailing stop loss: EA will continue to increase the stop loss of long orders or lower the stop loss of short orders along the trend line. The line can be a trend line or a horizontal line,       Trend lines can be rays or line segments. Line segments have a special function, which is to only
    This Expert Advisor is an One-click trading panel for multi pairs. Click   OPEN   button to open orders for the selected pairs. Click   CLOSE   button to close orders for the selected pairs. The lots of order is the number entered by users.The positive number is for buy order and the negative is for sell order. Click  CLOSE  button is to close the whole order ,instead of partial close.Close action has nothing to do with the number of lots. Set the input Magic Number to 0, the EA can close manua
    This indicator shows the relative strength of 8 major currencies: USD, EUR, GBP, AUD, NZD, CAD, CHF and JPY. The strength value is normalized to the range 0-100: The value above 60 means strong. The value below 40 means weak.  The basic principle Given eight currencies, USD,EUR,GBP,AUD,NZD,CAD,CHF,JPY, where each pair of two can be combined, resulting in a total of 28 pairs, a reverse algorithm is used to extract the strength of the eight currencies from these 28 pairs EURUSD,GBPUSD,AUDUSD,NZDUS
    Filter:
    Evgeny Mikhaylov
    925
    Evgeny Mikhaylov 2026.03.28 13:50 
     

    User didn't leave any comment to the rating

    Ziheng Zhuang
    41018
    Reply from developer Ziheng Zhuang 2026.08.19 09:07
    Thank you for five stars!
    Andrew Michael Lee
    160
    Andrew Michael Lee 2025.07.03 04:41 
     

    Perfect slippage monitor - thanks for providing this very effective tool Ziheng

    Ziheng Zhuang
    41018
    Reply from developer Ziheng Zhuang 2025.07.03 04:46
    Thank you for five stars!
    Quener Ando Medalla
    306
    Quener Ando Medalla 2024.08.29 01:17 
     

    Do NOT open the files directly, otherwise it will affect the exectution of EA, just copy them to another folder and open them. what do you mean?

    Ziheng Zhuang
    41018
    Reply from developer Ziheng Zhuang 2024.08.29 04:53
    If the record file is opened directly by user, the EA will not be able to write data to the file because it is already occupied by user
    Son Vegito
    18
    Son Vegito 2023.01.11 11:47 
     

    User didn't leave any comment to the rating

    Ziheng Zhuang
    41018
    Reply from developer Ziheng Zhuang 2023.01.11 13:05
    Thank you for leaving a real review.
    Mou Ka Po
    139
    Mou Ka Po 2022.08.19 16:13 
     

    User didn't leave any comment to the rating

    Ziheng Zhuang
    41018
    Reply from developer Ziheng Zhuang 2022.08.19 17:56
    I don't think it has relation to the suffix or prefix,but I wanna do testing if you can tell me which brokers have the suffix or prefix.
    Xingming Chen
    719
    Xingming Chen 2022.06.07 12:34 
     

    User didn't leave any comment to the rating

    Ziheng Zhuang
    41018
    Reply from developer Ziheng Zhuang 2022.06.07 12:56
    Xiexie wuxing haoping ! haha.
    Blessing Dumbura
    327
    Blessing Dumbura 2022.04.29 12:32 
     

    this is a great tool. saves me the hustle of tracking this stuff manually. any chance of getting the source code? I would like to save the info to sqlite database.

    Ziheng Zhuang
    41018
    Reply from developer Ziheng Zhuang 2022.04.29 13:00
    Sorry. I can not provide the source code as the EA is on sale although it is free now.
    Andre Gomes
    2971
    Andre Gomes 2021.11.17 16:24 
     

    User didn't leave any comment to the rating

    Reply to review