Slippage Analyzer MT4

5

If you are using scalping strategies (or any strategy that uses stop loss orders for position closing) you need to know your slippage. Slippage is the difference between your 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 the stop loss orders that were used for position exits. The script can only analyze the orders that are visible in your history tab. So please go there first and select the whole history.

Avis 3
Walter Ludwig Tengler
624
Walter Ludwig Tengler 2024.10.09 12:29 
 

Thanks, very useful.

TraderFranzII
34
TraderFranzII 2022.11.02 13:41 
 

Analysiert in der Kontohistorie auf Wunsch nach Symbol getrennt die aufgetretene Slippage. Ausgabe von Anzahl der Trades, Gesamt- und Durchschnittsslippage.

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Walter Ludwig Tengler
624
Walter Ludwig Tengler 2024.10.09 12:29 
 

Thanks, very useful.

Scott Alexander
87
Scott Alexander 2023.01.30 17:03 
 

Even if trades have been made, the error message “No Trades Found” is there. I can’t seem to make the tool do anything. All trades are visible with “Account History” tab open. Same error message

BM Trading GmbH
78951
Réponse du développeur Rene Balke 2023.01.30 17:53
Hey, please make sure that all the trades are visible in the history tab of your MetaTrader.
TraderFranzII
34
TraderFranzII 2022.11.02 13:41 
 

Analysiert in der Kontohistorie auf Wunsch nach Symbol getrennt die aufgetretene Slippage. Ausgabe von Anzahl der Trades, Gesamt- und Durchschnittsslippage.

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