Slippage and Execution Logger

Slippage and Execution Logger measures how your broker fills your trades. For every deal on the account (manual trades, any EA, SL and TP executions) it records the requested price, the fill price, the slippage, the delay from order to fill and the spread. It never opens, modifies or closes trades.

What it does

  • Slippage in points for every deal: positive = in your favour, negative = against you.
  • Fill delay in milliseconds, from the moment the order was placed to the fill.
  • Spread at the moment of the fill.
  • CSV file: one row per deal (time, symbol, deal, order, magic, reason, entry, side, volume, requested, filled, slippage, delay, spread), ready for Excel or any analysis tool.
  • Live summary on the chart: deals logged, average and worst slippage, share of negative slippage, average and maximum delay.
  • Rejected or requoted requests sent from this terminal are reported in the Experts log.

Inputs

  • CSV file name
  • Use the Common\Files folder (to collect several terminals in one place)
  • Only this symbol (empty = all)
  • Only this magic number (-1 = all, 0 = manual trades)
  • Show the summary on the chart

Notes

  • For market orders, some servers do not store the requested price. In that case the requested price is the quote (ask for buys, bid for sells) at the moment the order was placed.
  • For SL and TP executions the requested price is the stop or target level.
  • The file is opened in append mode, so data from several sessions is kept in the same file.
  • Attach it to one chart per account.
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