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Slippage Monitor MT5

4.8

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 5
    Son Vegito
    18
    Son Vegito 2023.01.11 11:47 
     

    Excellent tool. Author is great. Thanks a lot for sharing this very useful tool!!!

    Xingming Chen
    816
    Xingming Chen 2022.06.07 12:34 
     

    Very useful tool, thanks author's efforts !

    Blessing Dumbura
    311
    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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    Exp COPYLOT CLIENT for MT5
    Vladislav Andruschenko
    3.76 (17)
    Le copieur commercial pour MT5 est un copieur commercial pour la plate-forme МetaТrader 5   . Il copie les transactions de change   entre       tous les comptes   MT5   -   MT5, MT4   -   MT5 pour la version COPYLOT MT5 (ou MT4   -   MT4 MT5   -   MT4 pour la version COPYLOT MT4) Copieur fiable ! Version MT4 Description complète   +DEMO +PDF Comment acheter Comment installer     Comment obtenir des fichiers journaux     Comment tester et optimiser     Tous les produits de Expforex Vous po
    The product will copy all  Discord  signal   to MT5   ( which you are member  ) , also it can work as remote copier.  Easy to set up. Work with almost signal formats, support to translate other language to English Work with multi channel, multi MT5. Work with Image signal. Copy order instant, auto detect symbol. Work as remote copier: with signal have ticket number, it will copy exactly via ticket number. How to setup and guide: Let read all details about setup and download Discord To MetaTrade
    La boîte à outils d'action sur les prix EA est principalement conçue pour les scalpers mais peut être utilisée sur toutes les périodes pour entrer rapidement sur le marché avec une taille de lot correctement calculée en fonction de votre niveau d'arrêt. ordres), puis ajustez les stops et prenez les bénéfices au fur et à mesure que le marché évolue. Pour une liste complète de toutes les fonctionnalités, paramètres et stratégie des meilleures pratiques à utiliser, cliquez ici :   https://www.mq
    Maximisez votre potentiel de trading avec T Manager Plus, le compagnon de trading ultime conçu par des traders, pour les traders. Cette puissante plateforme de gestion de trades et de charting avancé offre une interface conviviale et intuitive, ainsi que des règles automatisées pour vous aider à atteindre vos objectifs de trading en toute simplicité. Prenez le contrôle de vos trades et gérez votre risque avec précision en définissant vos prix d'entrée, vos stop losses et vos profits en quelque
    Auto Trade Copier is designed to copy trades between multiple MT4/MT5 accounts/terminals with 100% accuracy. The provider and receiver accounts must be on the same PC/VPS. With this tool, you can copy trades to receiver accounts on the same PC/VPS. All trading actions will be copied from the provider to the receiver with no delay. This version can be used on MT5 accounts only. For MT4 accounts, you must use Auto Trade Copier (for MT4). Reference: For MT5 receiver, please download "Trade Receiver
    Adam FTMO MT5
    Vyacheslav Izvarin
    5 (1)
    ADAM EA Special Version for FTMO Please use ShowInfo= false for backtesting ! Our 1st EA created using ChatGPT technology Trade only GOOD and checked PROP FIRMS  Default parameters for Challenge $100,000 Tested on EURUSD and GBPUSD only  Use 15MIN Time Frame Close all deals and Auto-trading  before Weekend at 12:00 GMT+3  Friday For Prop Firms MUST use special Protector  https://www.mql5.com/en/market/product/94362 Signal using ADAM  https://www.mql5.com/en/signals/2190554 --------------------
    Seconds Chart MT5
    Boris Sedov
    4.5 (12)
    Seconds Chart — timeframes in seconds for MetaTrader 5. The utility allows you to create charts in the MetaTrader 5 terminal with a timeframe in seconds. The timeframe on such a chart is set in seconds, not in minutes or hours. Thus, you can create charts with a timeframe less than M1. For example, S15 is a timeframe with a period of 15 seconds. You can apply indicators, Expert Advisors and scripts to the resulting chart. You get a fully functional chart on which you can work just as well as on
    Plus de l'auteur
    montre. Ce conseil concerne uniquement la couverture de compte. Version MetaTrader 4       Quick Panel Pro caractéristiques Les calculs par lots sont rapides et faciles. Lorsque vous déplacez la ligne d'arrêt, les calculs s'effectuent immédiatement. La plupart des transactions commerciales peuvent être effectuées rapidement en cliquant simplement sur ce panneau. Vous pouvez rapidement basculer entre les panneaux en cliquant simplement sur les boutons verts. EA peut être exécuté dans Strateg
    L'indicateur comprend deux parties. Partie I : Les bougies colorées montrent la grande tendance Les bougies de couleur consistent à identifier l'état du marché à l'aide de chandeliers de couleur. Comme le montrent les captures d'écran, si la couleur est Aqua, le marché est dans un état dans lequel vous devez passer des ordres longs ou quitter des ordres courts. Si la couleur est Tomate, c'est le moment de passer des commandes courtes ou de sortir des commandes longues. Si la couleur change, il v
    Cet indicateur montre la force relative de huit principales devises (USD, EUR, GBP, AUD, NZD, CAD, CHF, JPY). Les valeurs de force sont normalisées dans la plage de 0 à 100. Une valeur supérieure à 60 signifie fort. Un nombre inférieur à 40 indique une faiblesse. Vous pouvez essayer notre guide gratuit (Pair Power Index) avant d’acheter. Le conseiller propose une valorisation de 28 paires, un trading manuel, un trading en réseau automatisé, une gestion des ordres avec trailing stop et une protec
    Cette EA a les caractéristiques : Il fournit une puissance de paire triée de       les 28 paires majeures   ,           Facilite le trading pour choisir les paires les plus fortes ou les plus faibles. La puissance de la paire est calculée avec l'indicateur       Force relative de la devise   qui est construite dans EA, les entrées par défaut sont D1,90,0 Il peut échanger n’importe quel symbole ou paire, sans se limiter aux 28 principales paires de devises. Il comprend 6 balises :       PPI, comm
    FREE
    OrderManager Pro
    Ziheng Zhuang
    4.25 (8)
    This Expert Advisor is designed to manage orders. It offers the following functions: Set a stop loss for an order having none. Set a take profit for an order having none. Close the last order if the total orders of a symbol are over the setting. Close the order if its lots are over the setting. Close the order if its profit in pips is over the setting. Close the order if its loss in pips is over the setting. Close the order if its profit in amount is over the setting. Close the order if its loss
    FREE
    The indicator includes two parts. Part I: Color Candles Show the Major Trend Color candles is to identify the market state by color candlesticks. As shown in the screenshots, if the color is Aqua, the market is in a state when you should place long orders or exit short orders. If the color is Tomato, it is the time to place short orders or exit long orders. If the color is changing, it is better to wait for its completion (until the current bar is closed). Part II: Draw bands The inner bands is
    Slippage Monitor
    Ziheng Zhuang
    5 (2)
    This EA is designed to monitor the slippage of opening and closing orders, and save the records in files. It is useful to record the slippage and evaluate brokers. The record files are saved in the folder  MT4_Data_Folder\MQL4\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 a
    FREE
    Account Export
    Ziheng Zhuang
    5 (2)
    This is a MetaTrader 4 script. It helps to export all trades into a CSV file as per Symbol and selected periods. Input Select Symbol: This is 2-option input. Select current symbol or all symbols to export its orders. Select Period: This is 7-option input. It includes Last Month, This Month, Last Week, This Week, Today, All History, and Date Specified. Specify Starting Date: Enter a date if you selected Date Specified in "Select Period" input. Specify Ending Date: Enter a date if you selected D
    FREE
    Account Summary
    Ziheng Zhuang
    5 (1)
    This is a MetaTrader 4 script. It helps to summarize all trades into every symbol. Input Select Period: This is 7-option input. It includes Last Month, This Month, Last Week, This Week, Today, All History, and Date Specified. Specify Starting Date: Enter a date if you selected Date Specified in "Select Period" input. Specify Ending Date: Enter a date if you selected Date Specified in "Select Period" input. The summary is saved into a file in MQL4\Files folder. Also, there is pop-up window for
    FREE
    Account Summary MT5
    Ziheng Zhuang
    4.67 (3)
    This is a MetaTrader 5 script. It helps to summarize all trades into every symbol. Input Select Period: This is 7-option input. It includes Last Month, This Month, Last Week, This Week, Today, All History, and Date Specified. Specify Starting Date: Enter a date if you selected Date Specified in "Select Period" input. Specify Ending Date: Enter a date if you selected Date Specified in "Select Period" input. The summary is saved into a file in MQL5\Files folder. MT4 Version:   https://www.mql5.c
    FREE
    Ce conseiller offre les fonctionnalités suivantes : Position ouverte : ouvrez un ordre long ou court lorsque le prix franchit la ligne de tendance. Liquidation : Liquidez les positions longues ou courtes lorsque le prix franchit la ligne de tendance. Trailing Stop Loss – L'EA suit la ligne de tendance et continue d'augmenter le stop loss pour les ordres à long terme ou de réduire le stop loss pour les ordres à court terme. La ligne peut être une ligne de tendance ou une ligne horizontale.      
    Ce panel est composé de conseillers experts et propose six groupes de panels de trading. Version MT5 :   cache panneau rapide caractéristiques La plupart des opérations de trading peuvent être effectuées rapidement en cliquant sur les boutons de ce panneau. Changer de panneau est aussi simple que de cliquer sur le bouton vert. EA peut être exécuté sur les graphiques visuels de Strategy Tester et fournit un moyen simple de s'entraîner au trading sur la base de données historiques. Affichez le p
    Quick Panel Pro
    Ziheng Zhuang
    5 (1)
    Cet EA est un outil de trading professionnel qui intègre une gestion flexible des risques et 6 ensembles de panneaux de trading. Version MT5 :  Quick Panel Pro Hedging caractéristiques Les calculs par lots sont rapides et faciles. Lorsque vous déplacez la ligne d'arrêt, les calculs s'effectuent immédiatement. La plupart des transactions commerciales peuvent être effectuées rapidement en cliquant simplement sur ce panneau. Vous pouvez rapidement basculer entre les panneaux en cliquant simplement
    This indicator shows the main trend on the current chart. Features This indicator includes two bands, one is the inner white bands, another is the outer blue bands. If the white dotted line crosses down the white solid line, this means that the trend has changed to be bearish. If the white dotted line crosses up the white solid line, this means that the trend has changed to be bullish. Once the crossing happened, it will not repaint. Settings ShowColorCandle: if 'true', it will show the colo
    This indicator shows main trend, entry zone and exit zone. This is a muti-timeframe indicator, so it is always repainting in the current period of the higher timeframe. Features Colorful Histogram: it indicates the main trend, the tomato means the market is bearish,and the sky blue means the market is bullish. Inner Blue Bands: it is entry zone for entry market, the market is relatively safe for entry. Outer Yellow Bands: it is exit zone for exit market, the market is oversold or overbought.
    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. Note: This indicator does not show strength lines, it just shows the digital result on chart. Another version with strength lines: Currency Relative Strength Inputs BarsToCalculate - Number of bars to calculate strength. MaPeriodsToSmoothLines - Moving Average periods f
    Ce conseiller est un tableau de bord qui vous permet de trader plusieurs paires en un seul clic. Cliquez sur       ouvrir       Ce bouton ouvre une commande pour la paire sélectionnée. Cliquez sur       fermer       Ce bouton ferme la commande pour la paire sélectionnée. Le lot de commande est le numéro saisi par l'utilisateur. Les nombres positifs correspondent aux ordres d’achat, tandis que les nombres négatifs correspondent aux ordres de vente. Cliquez sur   le bouton Fermer   pour fermer la
    This indcator shows the trend with the color histogram. It is simple and easy to use. Usage: If the histogram changes from the aqua to the fuchsia, which means the trend is up. If the histogram changes from the fuchsia to the aqua,which means the trend is down. Inputs: MaPeriods: the periods of moving average. f1: the multiplier of inner bands f2: the multiplier of outer bands Popup Window Alert Email Alert Mobile Push Alert Alerts When the trend changes from the long trend to the short trend or
    Pair Power Matrix
    Ziheng Zhuang
    3.67 (3)
    This indicator is designed to show the pair power of the major 28 paris with RSI,Stochostic,and CCI. The power value is sorted from the weak to the strong. The weaker pairs: the pairs occurs at least 2 times in the top 3 rows The stronger pairs:   the pairs occurs at least 2 times in the bottom 3 rows Users can add another symbol, so it can calculate 28+1 symbols. My advice: https://www.mql5.com/en/blogs/post/729880 A free EA with Pair Power Matrix  ---  https://www.mql5.com/en/blogs/post/732
    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. 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 default. MetaTrader 5 Version: Reversal Point Please note that the singa
    Note: This EA only works on Hedging account. The MetaTrader 4 version Quick Panel This Panel is an Expert Advisor, which provides six groups of trading panel. Features Most trading operations can be quickly made by clicking the button on these panels. Changing panels is quick just by clicking the green button. The EA can run on visual chart on the strategy tester, which provides an easy method to practice trading on history data. Show the average price on a yellow-background panel and draw th
    Gamma Bands   This indcator shows the trend with the color histogram. It is simple and easy to use. Usage: If the histogram changes from the aqua to the fuchsia, which means the trend is up. If the histogram changes from the fuchsia to the aqua,which means the trend is down. Inputs: MaPeriods: the periods of moving average. f1: the multiplier of inner bands f2: the multiplier of outer bands   Popup Window Alert Email Alert Mobile Push Alert Alerts When the trend changes for the long trend to the
    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
    Ce conseiller offre les fonctionnalités suivantes : Position ouverte : ouvrez un ordre long ou court lorsque le prix franchit la ligne de tendance. Liquidation : Liquidez les positions longues ou courtes lorsque le prix franchit la ligne de tendance. Trailing Stop Loss – L'EA suit la ligne de tendance et continue d'augmenter le stop loss pour les ordres à long terme ou de réduire le stop loss pour les ordres à court terme. La ligne peut être une ligne de tendance ou une ligne horizontale.      
    Filtrer:
    Son Vegito
    18
    Son Vegito 2023.01.11 11:47 
     

    Excellent tool. Author is great. Thanks a lot for sharing this very useful tool!!!

    Ziheng Zhuang
    36622
    Réponse du développeur 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 
     

    It is a very good tool to review a platform, but it doesnt work on broker that the forex pairs with suffix or preffix, so it still can be improved.

    Ziheng Zhuang
    36622
    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
    816
    Xingming Chen 2022.06.07 12:34 
     

    Very useful tool, thanks author's efforts !

    Ziheng Zhuang
    36622
    Réponse du développeur Ziheng Zhuang 2022.06.07 12:56
    Xiexie wuxing haoping ! haha.
    Blessing Dumbura
    311
    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
    36622
    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
    2766
    Andre Gomes 2021.11.17 16:24 
     

    Excellent tool. Author is great. Thanks a lot for sharing this very useful tool!!!

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