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Discussão ** Slippage calculation **

Jan 16, 2012 at 10:27
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9 Replies
Membro Desde Jul 29, 2011   16 postagens
Jan 16, 2012 at 10:27
Hi,

It would please very very useful if you can add 'Slippage' column next to the 'Close Price' column.

Basically, the calculation would just be the different between close price & SL/TP. In terms of pips and it could be +ve/-ve, though most of the time it will be -ve.

It will be a very useful measure to see how each broker performing and help to identify/monitor if there's huge slippage in certain trade.

Thanks in advance!

Henry


Membro Desde Jan 14, 2010   556 postagens
Jan 16, 2012 at 13:27
How would you know if it's in fact slippage or the user simply closed the trade before the sl/tp was triggered? If you don't know that, then it would be a very misleading metric.
Membro Desde Jul 29, 2011   16 postagens
Jan 17, 2012 at 01:46
I see what you mean James.

Usually if SL is triggered, it will be highlighted in Red
Same if TP is triggered, it will be highlighted in Green
So that we know whether SL/TP is triggered, and slippage should be calculated in this case. Else it should have no value.

Hope that clarifies it.

Henry
Membro Desde Jul 29, 2011   16 postagens
Jan 31, 2012 at 09:33
Any comments from another traders?
Membro Desde Dec 22, 2010   128 postagens
Sep 30, 2012 at 17:55
would be VERY usefull to have this on a trade by trade basis at least for the SL and TP trades 😄
Membro Desde Oct 17, 2013   1 postagens
Mar 22, 2014 at 11:25
I'm really looking forward to this feature, include enter limit/stop orders slippage, total slippage, avg slippage,max slippage, slippage standard deviation, trade slippage radio, slippage Distributed...
Membro Desde Nov 21, 2011   1718 postagens
Mar 30, 2014 at 15:23
windgod123 posted:
I see what you mean James.

Usually if SL is triggered, it will be highlighted in Red
Same if TP is triggered, it will be highlighted in Green
So that we know whether SL/TP is triggered, and slippage should be calculated in this case. Else it should have no value.

Hope that clarifies it.

Henry

Yes color is the data to look at to include or not the trades into global slippage ratio.

But the color is a visual information... and I'm not sure it is possible to use it.

By the way, I still do +1 as it's a good idea to compare brokers.
Membro Desde Oct 15, 2013   21 postagens
Apr 08, 2014 at 12:31
Yes I agree! I would like to see this kind of information!
Membro Desde Jun 09, 2011   186 postagens
Jun 18, 2014 at 08:11
Yea the slippage feature would be an awesome function for us traders.
http://www.freeforexrebates .info
Membro Desde Nov 09, 2013   16 postagens
Aug 01, 2014 at 09:52
You will never have this function : slippage and fxbook erroneous entries/exitst is very very bad.
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