SLIPPAGE CALCULATOR

I'm suggesting to add a feature that calculates the slippage when you place a trade and close a trade.
Thank you,
Marco

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  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status Archived
  • Priority Normal
  • Assignee None

History

MA
#1

mrcubl

13.01.2020 10:27

Task created

h
#2

hankeys

13.01.2020 16:12
we are facing slippage only on real platform and every broker and every trade is different


you can use fixed slippage in your backtests for STOP and MARKET orders

HH
#3

Hans

13.01.2020 19:28

Attachment 126-2189_Slippage.png added

But then what is this central configuration point for?
<Builder - Full Settings - Data - Data Range Parts> - see attachment
h
#4

hankeys

13.01.2020 20:31
using slippage makes your backtest more accurate to real environment
MA
#5

mrcubl

13.01.2020 23:18

Mine is a request to calculate slippage when you open a trade and when you close a trade.

Many EA's now have that ability.

This way you can simply check whether the broker is operating properly or not.
This has nothing to do with the possibility of building a strategy by increasing the starting slippage.
Slippage for many brokers today are very tight, but sometimes they deliberately increase it to take advantage of the trader

h
#6

hankeys

14.01.2020 06:56

Attachment image.png added

yes, in our community we have PHP script which could analyse entry and exit slippage from logfiles of real account
?
#7

anonymous

14.01.2020 10:13

Thanks, where can I find this script?

How can I use it?


MA
#8

mrcubl

14.01.2020 10:17

Thanks, where can I find this script?

How can I use it?

h
#9

hankeys

15.01.2020 07:06
its my private script and its not user friendly - i need to run it by command line


but i want to show to devteam that everything could be done

b
#10

bentra

15.01.2020 08:15
+1 add to EA the slip calculation and the EA should also log it and also store it in GV along with average slippage. This is how all my EA track slippage.
b
#11

bentra

15.01.2020 08:15
And by log I mean log it to a slip.csv file so we can just open it in excel directly, no need for php.

Voted for this task.
MF
#12

Mark Fric

26.11.2020 11:07

Status changed from New to Archived


Votes: +1

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