Slippage Calculator

5

If you are using scalping strategies (or any strategy that uses stop orders for position opening or closing) you need to know your slippage. Slippage is the difference between your pending order price and the price that your brokers uses to execute your order. This can be really different and depends on the broker as well as on the market conditions (news, trading hours, etc..)

With this small script you can calculate the slippage you "paid" in points and also in your account currency. You also get average values.

The script has inputs to filter a time period and specific magic numbers. You can also choose to enable all symbols or only analyze one specific symbol.

The analysis will be made for all the buy stop and sell stop orders that were used for position entries and all the stop loss orders that were used for position exits.

Avis 10
Milko Vivaldi
390
Milko Vivaldi 2024.10.11 19:57 
 

Good tool!

TraderFranzII
34
TraderFranzII 2022.11.03 16:21 
 

Sehr gutes Script zur Überwachung der tatsächlichen Slippage im Livehandel. Vielen Dank

1MarLe5
39
1MarLe5 2022.10.13 08:27 
 

sehr gut

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Dieter Kilian
311
Dieter Kilian 2025.02.04 12:52 
 

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

Milko Vivaldi
390
Milko Vivaldi 2024.10.11 19:57 
 

Good tool!

Fabio Rocha
1261
Fabio Rocha 2022.11.30 01:15 
 

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

Omar Atik
128
Omar Atik 2022.11.14 12:24 
 

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

TraderFranzII
34
TraderFranzII 2022.11.03 16:21 
 

Sehr gutes Script zur Überwachung der tatsächlichen Slippage im Livehandel. Vielen Dank

Andrea Strano
260
Andrea Strano 2022.10.27 23:37 
 

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

Olga Snizhko
1037
Olga Snizhko 2022.10.16 22:59 
 

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

harcibociFx
57
harcibociFx 2022.10.15 11:01 
 

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

Shailesh Manjhi
38
Shailesh Manjhi 2022.10.13 15:24 
 

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

1MarLe5
39
1MarLe5 2022.10.13 08:27 
 

sehr gut

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