Slippage and Execution Logger

  • 实用工具
  • Augusto Martin D'anna
    Augusto Martin D'anna

    Augusto Martin D'anna

    你好，欢迎访问我的个人资料。我是 Augusto Danna，拥有7年经验的交易员。我擅长结合市场经验与编程技能来实现交易策略的自动化。如有任何疑问，欢迎随时联系我！
    自动交易系统: 开发 MT4 和 MT5 的智能交易系统 (Expert Advisors)。
    自定义指标: 开发和修改技术指标。
    高级风险管理: 实施移动止损 (Trailing Stop)、保本 (Breakeven) 和动态手数计算。
    策略转换: 将 TradingView (Pine Script) 策略转换为 MQL4/MQL5。
    策略优化: 策略回测与参数调整。
    5 代码
  • 版本: 1.0

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.
作者的更多信息
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