Slippage Monitor
- Утилиты
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Ziheng Zhuang
About me：a C/C++ programmer and forex trader, develop MT4/5 apps from October 2007.
Email: admin@fxmeter.com
My products： https://www.mql5.com/en/users/fxmeter/seller - Версия: 3.10
- Обновлено: 18 октября 2021
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 all orders of all symbols.
Input:
- Show in brief - If true, EA will show the latest 5 open/close slippage in point.
- Record File Type - Select the file type: TXT or CSV. I recommend TXT.
Example Open Slippage: Slippage Monitor(60249928)-open.csv. It is the open slippage record.
| Prior Time | Ticket | Symbol | Type | Lots | Prior Price | Open Price | Slippage | Open Time |
|---|---|---|---|---|---|---|---|---|
| 2019.4.3 04:45 | 1546535151 | CADCHF | SEL | 0.12 | 0.749 | 0.749 | 0 | 2019.4.3 04:45 |
| 2019.4.3 04:45 | 1546535168 | AUDCHF | SEL | 0.14 | 0.70842 | 0.70845 | 3 | 2019.4.3 04:45 |
| 2019.4.3 04:48 | 1546535750 | NZDJPY | SEL | 0.14 | 75.469 | 75.469 | 0 | 2019.4.3 04:48 |
| 2019.4.3 05:05 | 1546537773 | GBPUSD | BUY | 0.1 | 1.31449 | 1.31449 | 0 | 2019.4.3 05:05 |
| 2019.4.3 05:30 | 1546538927 | GBPCHF | BUY | 0.1 | 1.3119 | 1.31191 | -1 | 2019.4.3 05:30 |
Note:
- Prior Time -- It is the recorded time before order open
- SEL -- It is the short for SELL
- 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
- for sell orders,Slippage = Open Price - Prior Price
- Open Time -- The real open time.
Example Close Slippage: Slippage Monitor(60249928)-close.csv. It is the close slippage record.
| Prior Time | Ticket | Symbol | Type | Lots | Prior Price | Close Price | Slip Point | Prior Profit | Close Profit | Slip Money | Close Time |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019.4.3 03:47 | 1546531016 | USDJPY | BUY | 0.1 | 111.509 | 111.508 | -1 | 3.14 | 3.05 | -0.09 | 2019.4.3 03:47 |
| 2019.4.3 05:05 | 1546524103 | GBPUSD | BUY | 0.12 | 1.3143 | 1.31431 | 1 | 16.56 | 16.68 | 0.12 | 2019.4.3 05:05 |
| 2019.4.3 05:05 | 1546514466 | GBPUSD | BUY | 0.1 | 1.31439 | 1.31439 | 0 | -5.3 | -5.3 | 0 | 2019.4.3 05:05 |
| 2019.4.3 05:30 | 1546530240 | GBPCHF | BUY | 0.12 | 1.31161 | 1.3116 | -1 | 17.32 | 17.19 | -0.13 | 2019.4.3 05:30 |
| 2019.4.3 05:30 | 1546514163 | GBPCHF | BUY | 0.1 | 1.3116 | 1.3116 | 0 | -5.81 | -5.81 | 0 | 2019.4.3 05:30 |
Note:
Back Test:
- You can do bact test to see how the EA works. See an example: Slippage Monitor Back Test
- The record files are saved in the MT4_Data_Folder\test\files
Excellent. Very helpful.