Welcome Forex EA downloads & MT4/MT5 auto-trading resources — EAs, Gold EAs, quant tools and real-world automation.
Sign In Sign Up

SlipPage - MetaTrader 5 Script | Trading Script Download - MT4/MT5 Resources

author EAcpu | 5 reads | 0 comments |

SlipPage - script for MetaTrader 5

During execution, slippage and unsystematic profits/losses can occur.

The script outputs the value of these slippages in the account currency.

SlipPage - script for MetaTrader 5

It is possible to evaluate the order execution performance of a trading system - the contribution of slippage to its expected returns.

In "real quote" mode, the tester executed limit and take-profit orders with unrealistically high positive slippage. The problem of fictitious (exaggerated) backtest results caused by this feature of the MT5 tester can be solved by calling the following OnTester and/or OnDeinit


Attachment download

📎 slippage.mq5 (1.07 KB)

📎 backtest.mqh (1.26 KB)

📎 slippage.mqh (11.21 KB)

Source: MQL5 #16134

Verification code Refresh