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.



    • Avis 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
    326
    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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    Evgeny Mikhaylov
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    Evgeny Mikhaylov 2026.03.28 13:50 
     

    L'utilisateur n'a laissé aucun commentaire sur la note

    Andrew Michael Lee
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    Andrew Michael Lee 2025.07.03 04:41 
     

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

    Ziheng Zhuang
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    Réponse du développeur Ziheng Zhuang 2025.07.03 04:46
    Thank you for five stars!
    Quener Ando Medalla
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    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
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    Réponse du développeur 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
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    Son Vegito 2023.01.11 11:47 
     

    L'utilisateur n'a laissé aucun commentaire sur la note

    Ziheng Zhuang
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    Réponse du développeur Ziheng Zhuang 2023.01.11 13:05
    Thank you for leaving a real review.
    Mou Ka Po
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    Mou Ka Po 2022.08.19 16:13 
     

    L'utilisateur n'a laissé aucun commentaire sur la note

    Ziheng Zhuang
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    Réponse du développeur 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
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    Xingming Chen 2022.06.07 12:34 
     

    L'utilisateur n'a laissé aucun commentaire sur la note

    Ziheng Zhuang
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    Réponse du développeur Ziheng Zhuang 2022.06.07 12:56
    Xiexie wuxing haoping ! haha.
    Blessing Dumbura
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    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
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    Réponse du développeur 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
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    Andre Gomes 2021.11.17 16:24 
     

    L'utilisateur n'a laissé aucun commentaire sur la note

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