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Asymertical slippage is a usual thing for momentum driven sclaping strategies like mine. I am entering the market when it moves and exiting when it is getting flat.

The stats were collected on a Pepperstone Razor account. In the meantime yesterday I’ve tried out the following combination: an FXCM standard account + TradeMUX trading platform. FXCM underlines a great pool of competing liquidity providers, TradeMUX talks about trades processing time of 100...

Slippage we see depends on available Market Depth (volumes, spread) and quote/trade/execution report processing time and volatility during entering or exiting the trade. So opening and closing slippages can be different (especially for momentum driven trading strategies).

Limit orders guarantee the price, but not the execution. So I can not always go using limit orders. That’s actually the reason why the slippage problem understanding arose.

Hi all! I’ve been trading for about 5 years - algo trading on the majors, doing 5 to 50 intraday trades per day per symbol, flat at the end of each session. I’ve been analyzing my trades - profits and losses, and recently I have figured out the exact impact of slippage on my trading results...