Desk of contents
Slippage Auditor — Enter Settings
This part explains every parameter of the Slippage Auditor EA. The settings are structured into logically grouped sections, every labeled with a descriptive heading for higher readability.
=== GENERAL FILTER SETTINGS ===
1. Magic Quantity Filter. Filters trades by a selected Magic Quantity. Set to ‘0’ to incorporate all trades no matter Magic Quantity.
=== SLIPPAGE MONITORING SETTINGS ===
2. Knowledge Columns (scrollable). Defines what number of columns of slippage knowledge to incorporate within the inside desk. If extra columns are outlined than could be proven directly, you may scroll horizontally inside the desk.
3. Knowledge Rows (scrollable). Defines what number of rows of slippage knowledge to incorporate. If extra rows are outlined than seen, you may scroll vertically to entry all knowledge.
=== DATE FILTER SETTINGS ===
4. Begin Date. The beginning date of the closed trades to be included within the evaluation. Solely closed trades inside this date vary are evaluated.
5. Finish Date. The ending date of the closed trades to be included within the evaluation. Make sure that this date consists of the latest trades you wish to audit.
Observe: Solely closed positions between the required Begin Date and Finish Date shall be analyze
Slippage Auditor — Consumer Guide
Contains slippage desk clarification, button performance, and panel components.
1. Slippage Panel: Ingredient Explanations
1. VIEW MODE Cycles between completely different show modes for the desk content material: – Slippage in factors – Order open/shut instances – Slippage in account forex Click on the button to change between these modes.
2. UPDATE SLIPPAGE Recalculates and refreshes slippage knowledge for all closed trades inside the chosen time vary. Use this after closing new trades or adjusting enter settings.
3. SYMBOL Shows the buying and selling image being analyzed. Every row corresponds to a special instrument with closed trades within the chosen time interval.
4. ALL SLIPPAGE Shows the overall slippage for all closed trades of the corresponding image. Optimistic values seem in inexperienced; unfavourable values in purple.
Observe: This worth is calculated primarily based on trades closed between the Begin Date and Finish Date set within the EA inputs. Solely closed positions are included. The displayed format is determined by the chosen VIEW MODE . 
5. OPEN 1 Exhibits slippage on place opening. Helps assess execution delay or entry effectivity.
6. CLOSE 1 Exhibits slippage on place closing. Helpful for evaluating how precisely trades are exited.
Observe (for OPEN and CLOSE): After every replace, probably the most just lately closed place is displayed as OPEN 1 / CLOSE 1. Earlier positions are shifted to OPEN 2 / CLOSE 2, if seen.
2. Working with the Panel
This part demonstrates how the Slippage Panel behaves when the UPDATE SLIPPAGE button is pressed. The method is asynchronous, which means that whereas new knowledge is being processed, the beforehand loaded values stay seen and unchanged till the replace is full.
A. Preliminary State The panel is empty. No slippage knowledge is proven. The VIEW MODE button is inactive. This sometimes happens simply after including the EA to the chart or after clearing the information.
B. Loading Knowledge processing begins. Each the UPDATE SLIPPAGE and VIEW MODE buttons are disabled. Whereas the system processes closed commerce knowledge, the earlier content material (if any) stays seen till new outcomes are prepared. The extra trades must be processed, the longer this part will take.
C. Knowledge Displayed The panel is populated with slippage outcomes. The VIEW MODE button turns into energetic once more, permitting you to change between show modes.
Observe:
- If no closed trades are discovered within the chosen time vary, the panel will stay empty even after the replace.
- You’ll be able to press UPDATE SLIPPAGE once more at any time to refresh the outcomes with new closed positions.
- Through the replace, no partial updates are seen — outcomes are changed solely when totally prepared.
3. Understanding VIEW MODE Show
Determine 1: VIEW MODE. Slippage in factors.
- ALL SLIPPAGE — shows the overall slippage in uncooked factors for every image.
- OPEN/CLOSE — reveals the slippage (in factors) individually for entry and exit operations.
- Inexperienced values point out constructive or zero slippage.
- Crimson values point out unfavourable slippage.
—
Determine 2: VIEW MODE. Order open/shut instances.
- ALL SLIPPAGE — calculated in uncooked factors, similar as within the default mode.
- OPEN/CLOSE — reveals the precise date and time when the order was opened and closed.
Observe: After every replace, probably the most just lately closed place is proven in OPEN 1 / CLOSE 1. Earlier positions (if accessible) are shifted into OPEN 2 / CLOSE 2.
—
Determine 3: VIEW MODE. Slippage in account forex and lot measurement.
- ALL SLIPPAGE — shows the overall slippage for every image within the account forex (e.g., USD).
- OPEN/CLOSE — reveals particular person slippage for place entry and exit, additionally in account forex, however with out the forex image. The slippage worth is adopted by the corresponding lot measurement in parentheses. This permits customers to see not solely the slippage quantity but additionally how a lot quantity was concerned in that commerce execution.
Instance Show Format
XAUUSD OPEN 1: -2.72 (0.34)
On this instance:
- The slippage for opening the place was -2.72 (in account forex).
- The lot measurement of the corresponding deal was 0.34 heaps.
- That is clearly displayed as: -2.72 (0.34).
4. VIEW MODE — Account Foreign money Show
Determine 1: VIEW MODE. Account forex USD
- ALL SLIPPAGE — reveals complete slippage within the account’s forex (USD on this case), together with the forex suffix.
- OPEN / CLOSE — reveals particular person slippage values for opening and shutting operations. These are additionally in account forex however with out the forex label for readability.
- Account Foreign money — confirmed beneath the panel by the stability line displaying ‘USD’.
This confirms that each one values are expressed relative to the account’s base forex.
—
Determine 2: VIEW MODE. Account forex JPY
- ALL SLIPPAGE — shows slippage in Japanese Yen (JPY) with the forex suffix proven.
- OPEN / CLOSE — per-position slippage values proven in the identical account forex, with out repeating the forex image.
- Account Foreign money — verified beneath within the commerce terminal displaying ‘JPY’.
No matter forex sort, all values are calculated and transformed into the account base forex.
5. Rounded Values and Inside Precision
Generally the worth proven within the ALL SLIPPAGE column could not precisely match the sum of the seen particular person values. It’s because the values within the OPEN and CLOSE columns are rounded for show functions, whereas the overall is calculated utilizing full inside precision (as much as 5 decimal locations).
For instance:
Image: EURAUD OPEN 1: 0.06 CLOSE 1: -0.26 ALL SLIPPAGE: -0.19
If we add 0.06 – 0.26, it looks as if the consequence ought to be -0.20 — however that is primarily based on rounded numbers.
In actuality, the full-precision values could appear to be: 0.06443 – 0.25773 = -0.19330, which rounded to 2 decimals offers -0.19.
✅ The ALL SLIPPAGE worth is correct — it merely displays full-precision inside calculations.
6. Dealing with of Partially Closed Positions
In MetaTrader, a single place could be closed in a number of phases — this is called a partial closure. Every portion of {a partially} closed place is recorded as a separate deal within the terminal’s historical past, despite the fact that they originate from the identical order.
The Slippage Auditor panel handles every of those offers individually. Consequently, you may see a number of entries for a similar image, all sharing the identical Open Time, however with completely different Shut Instances and probably completely different slippage values.
This habits is very noticeable in VIEW MODE : Open/Shut Time, the place you may observe how one place seems a number of instances with similar open timestamps.
Observe: As a result of partial offers are handled individually, the slippage per deal could differ and doesn’t mirror the general slippage of the unique full-size place.
Determine 1: The identical place was partially closed in two steps. The panel shows two rows with the identical Open Time however completely different Shut Instances.
—
Determine 2: Three partial closures of the identical place. Every row represents one cope with its personal Shut Time.
—
Determine 3: Full breakdown of a place closed in 5 separate offers. All rows share the identical Open Time, every displaying a special exit time.
Further Observe on Slippage in Account Foreign money Mode
In VIEW MODE : Slippage in account forex, the slippage of every partially closed place is calculated proportionally primarily based on the deal measurement. This ensures that each one partial offers contribute precisely to the general consequence.
Consequently, the worth proven in ALL SLIPPAGE stays mathematically right even when a place is closed in a number of steps. Every slippage worth displays each the value distinction and the corresponding lot measurement, making the aggregated complete dependable.
Account Foreign money Conversion Charge: 0.71524
Preliminary Deal Measurement: 0.10 heaps
Partial Closures: 0.06 + 0.03 + 0.01 heaps
| Deal | Closed Lot Measurement | Slippage (factors) | Slippage in Account Foreign money | Rounded |
|---|---|---|---|---|
| 1 | 0.06 | 50 | 50 × 0.06 × 0.71524 = 2.14572 | 2.15 |
| 2 | 0.03 | 75 | 75 × 0.03 × 0.71524 = 1.60929 | 1.61 |
| 3 | 0.01 | 150 | 150 × 0.01 × 0.71524 = 1.07286 | 1.07 |
ALL SLIPPAGE (for Partially Closed Place): 2.15 + 1.61 + 1.07 = 4.83
Every partial deal is transformed individually to the account forex utilizing each lot measurement and slippage in factors. The overall is mathematically correct and represents the true account impression of the total place’s execution.
7. Minimizing and Closing the Panel
The Slippage Panel could be minimized or closed utilizing the usual management buttons within the prime proper nook of the window:
• ▼ Reduce – Collapses the panel to a single header line. This retains the panel seen however hides the information rows, saving display screen area.
• × Shut – Fully removes the panel from the chart. You will want to reattach the EA if you wish to show it once more.
Use the reduce choice to shortly declutter your chart with out totally disabling the instrument.
Determine 1: Slippage Panel in full view with shut and reduce buttons highlighted.
—
Determine 2: Slippage Panel minimized utilizing the ▼ button, displaying solely the title bar.
8. Troubleshooting
If the Slippage Auditor panel doesn’t present knowledge after clicking UPDATE SLIPPAGE , it is suggested to test the Specialists log tab within the terminal.
This log could show system messages that assist establish the issue. One widespread message is:
* * * No account historical past or saved knowledge for calculate slippage: 0
This implies there are not any closed positions inside the outlined date vary or no commerce knowledge was loaded from the server.
The way to resolve:
- Make sure that there are closed trades within the account historical past that match the date vary set within the EA settings.
- Make sure that Begin Date and Finish Date are configured appropriately.
- Verify if the required symbols can be found and visual within the terminal.
- If wanted, right-click on the “Account Historical past” tab and choose “All Historical past” to power the terminal to load lacking knowledge.
If the issue persists, please contact the writer for help.
Determine 1: Instance of system log message within the Specialists tab when no closed trades are discovered.
