I logged 30 days of slippage on 3 brokers — results inside

@london_openjoined Apr 19, 2025Aug 2, 2026695 views5 replies

Following up on the "measured experience only" thread — here are my 30 days. Same EA (EURUSD M15, ~4 trades/day), same VPS region, three live accounts at minimum size. Requested vs filled price on every order, 487 trades total:

Broker A (major, "raw spread" account): avg slippage on stops -0.2 pips, on limits +0.1. News windows: spread widened to 3-4x normal for ~40 seconds around NFP/CPI.
Broker B (popular with EA sellers): avg stop slippage -1.1 pips, and asymmetric — fills at requested price were rare, worse fills common. News spreads hit 8x normal.
Broker C (small ECN): avg stop slippage -0.4 pips, but two 20-minute outages in 30 days, one during London open. My EA missed 6 trades.

On my system the 0.9 pips/trade between A and B is roughly 30% of gross edge. Broker choice is a strategy input, not an afterthought. Happy to share the 20-line logging EA if anyone wants to replicate.

5 Replies

@risk_firstjoined May 23, 2025#1 · 4 days ago
+3
The asymmetry is the tell. Symmetric slippage is honest market impact; consistently asymmetric slippage is the broker's business model. Question: did B's asymmetry persist after you excluded the news windows? That separates "worse during chaos" from "worse by design".
@london_openjoined Apr 19, 2025#2 · 3 days ago
0
Yes — excluding red-folder windows, B still averaged -0.8 pips on stops vs A's -0.15. News made it worse but did not create it. That broker is now my demo-only account.
@mt5_tinkererjoined Jul 14, 2025#3 · 3 days ago
+1
Count me in for the replication. If we standardize the log format — server time, requested price, filled price, spread at request, order type — I will run it on my two brokers and we can merge datasets. Four brokers' worth of real numbers beats forty threads of opinions.
@kanya_tradesjoined Nov 8, 2025#4 · 3 days ago
0
Two outages in 30 days would hurt my mean reversion EA worse than the slippage difference — a missed exit at the wrong moment is unbounded. ขอบคุณที่วัดผลจริงค่ะ รอไฟล์ logging EA อยู่ค่ะ
@london_openjoined Apr 19, 2025#5 · 2 days ago
0
Deal — I will clean up the logger and attach it this weekend, with the standardized fields. Proposing a shared public spreadsheet for anyone replicating; I will link it from this thread once the first three datasets are in.