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Slippage Monitor

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 except the pending/limit orders

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 TimeTicketSymbolTypeLotsPrior PriceOpen PriceSlippageOpen Time
2019.4.3 04:451546535151CADCHFSEL0.120.7490.74902019.4.3 04:45
2019.4.3 04:451546535168AUDCHFSEL0.140.708420.7084532019.4.3 04:45
2019.4.3 04:481546535750NZDJPYSEL0.1475.46975.46902019.4.3 04:48
2019.4.3 05:051546537773GBPUSDBUY0.11.314491.3144902019.4.3 05:05
2019.4.3 05:301546538927GBPCHFBUY0.11.31191.31191-12019.4.3 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 = Open Price - Prior Price,for sell orders,Slippage = Prior Price - Open Price


Example Close Slippage:  Slippage Monitor(60249928)-close.csv. It is the close slippage record.

Prior TimeTicketSymbolTypeLotsPrior PriceClose PriceSlip PointPrior ProfitClose ProfitSlip MoneyClose Time
2019.4.3 03:471546531016USDJPYBUY0.1111.509111.508-13.143.05-0.092019.4.3 03:47
2019.4.3 05:051546524103GBPUSDBUY0.121.31431.31431116.5616.680.122019.4.3 05:05
2019.4.3 05:051546514466GBPUSDBUY0.11.314391.314390-5.3-5.302019.4.3 05:05
2019.4.3 05:301546530240GBPCHFBUY0.121.311611.3116-117.3217.19-0.132019.4.3 05:30
2019.4.3 05:301546514163GBPCHFBUY0.11.31161.31160-5.81-5.8102019.4.3 05:30

Note:

  • Prior Time -- It is the recorded time before order close
  • SEL -- It is the short for SELL
  • Prior Price -- It is the recorded price before order close
  • Close Price -- It is the real close price.
  • Slip Point -- It is the slippage in point between Prior Price and Close Price.
  • for buy order close , Slip Point = Close Price - Prior Price , it is in point
  • for sell order close,  Slip Point = Prior Price - Close Price, it is in point.
  • Prior Profit -- It is the recorded profit before order close
  • Close Profit -- It is the real close profit.
  • Slip Money -- It is the slippage in money between Prior Profit and Close Profit. Slip Money = Close Profit - Prior Profit
  • Close Time -- It is the order's close time


  • 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





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    Версия 1.10 2019.04.06
    Code Optimization.