Reality Engine Standard V1
- ユーティリティ
-
Leon Mackintosh
I have been actively trading foreign exchange and market indices since 2017, with a focus on structured, data-driven approaches to analysis and execution. - バージョン: 1.0
- アクティベーション: 10
Reality Engine Standard | Live Spread · Slippage · Latency Monitor
What is Reality Engine?
Reality Engine is a non-invasive monitoring utility that simulates and logs the real-world execution conditions your algorithmic strategies actually face — spread widening, slippage, and network latency — in real time, on any symbol, for any EA running on your terminal.
It does not place trades. It does not interfere with your existing strategies. It attaches silently to a separate chart and watches everything.
The Problem It Solves
Every algorithmic trader knows the gap between back tested results and live performance. A strategy that prints in the Strategy Tester can bleed in live markets — not because the logic is wrong, but because the tester cannot accurately model:
- Spread spikes during high-impact news events (NFP, FOMC, CPI, ECB, BOE)
- Slippage at session opens and liquidity transitions
- Real network latency between order request and broker fill
Most traders discover this gap only after deploying capital. Reality Engine makes it visible before and during live execution.
How It Works
Attach Reality Engine Standard to any chart in your terminal — it does not need to be the same chart your trading EA is running on. Once active, it monitors all account-wide trade events via OnTradeTransaction and, the moment any deal is filled anywhere on your account, it:
-
Calculates the simulated spread at that exact moment — including event-driven spike multipliers for major macro releases and session opens — and displays it in the correct unit for the instrument (pips for FX/metals, points for indices, dollars for crypto)
-
Generates a realistic slippage estimate based on your configured range, with directional bias (adverse vs. favourable) weighted to reflect real broker behaviour
-
Simulates execution latency within your configured millisecond range, giving you a realistic picture of fill delay
All three values are logged instantly to the Experts tab alongside the deal number, event context, and symbol — creating a permanent, timestamped audit trail of simulated execution quality for every trade your account takes.
Asset Class Intelligence
Reality Engine automatically detects the instrument type and adjusts its display accordingly:
- FX & Metals — spread shown in pips
- Indices (US500, US100, US30, DAX, FTSE, JP225, GER40, AUS200) — spread shown in points
- Crypto (BTCUSD, ETHUSD, and major pairs) — spread shown in USD value
No manual configuration required. Attach and go.
Built-in Event Calendar
The engine contains a hardcoded high-impact event schedule for 2025–2026 including:
- Non-Farm Payrolls (NFP) — first Friday of each month, 13:30 GMT
- FOMC Rate Decisions — all 2025/2026 dates, 19:00 GMT
- US CPI Releases — second Wednesday of each month, 13:30 GMT
- ECB Rate Decisions — all 2025/2026 dates, 13:15 GMT
- BOE Rate Decisions — all 2025/2026 dates, 12:00 GMT
- London Open, NY Open, NY Close/Tokyo Open
- London–NY Overlap (mild widening)
Each event applies the appropriate spread multiplier automatically within a configurable spike window.
Who Is This For?
- Algorithmic traders who want to understand the true cost of execution on their live strategies
- EA developers stress-testing how their logic performs under realistic market friction
- Prop firm traders who need to understand slippage and spread behaviour before scaling up
- Manual traders who want real-time visibility of execution conditions during news events
No coding knowledge required. Fully plug-and-play.
Why This Doesn't Exist on the Marketplace
The MQL5 marketplace contains thousands of EAs, indicators, and signal tools. What it does not contain is a dedicated, passive execution quality monitor — a tool focused purely on the gap between theoretical and real-world fill conditions. Reality Engine fills that gap. It is the first utility on the marketplace purpose-built to simulate and log spread, slippage, and latency as a unified, real-time monitoring layer for any trading strategy.
Panel Features
- Draggable, collapsible overlay panel
- Live spread display with event context and multiplier
- Slippage range and last recorded simulated value
- Latency range and last recorded simulated value
- Per-module ON/OFF toggles (spread, slippage, latency)
- Status bar with full at-a-glance system state
- 5-second auto-refresh timer + tick and trade event refresh
Coming Soon
Reality Engine Pro (Tier 2) Adds configurable event calendar, broker profile pre-sets, per-symbol spread profiles, slippage bias curves, and an in-terminal trade performance report showing cumulative simulated cost across all monitored deals.
Reality Engine Elite (Tier 3) Full execution analytics dashboard, spread heatmaps by session and symbol, Monte Carlo slippage simulation, and exportable CSV reports for strategy audit and prop firm submission.
Settings
| Parameter | Default | Description |
|---|---|---|
| Base Spread Multiplier | 1.0 | Normal market spread factor |
| Spike Multiplier | 4.0 | Spread factor during high-impact events |
| Spike Window | ±15 min | Window around event time |
| Slippage Min | 0.1 pips | Minimum simulated slippage |
| Slippage Max | 1.5 pips | Maximum simulated slippage |
| Latency Min | 50ms | Minimum simulated execution delay |
| Latency Max | 350ms | Maximum simulated execution delay |
| Session Overlap | Enabled | Mild spread widening during LDN/NY overlap |
