If you sell at 2050.5 (limit price) and get filled at 2051.0 (fill price), then what this means is that you were crossing the spread. If the best bid was 2051.0, your slippage is 0 points, not -0.5 points.
Let's say the market for ESU6 is quoted bid at 2096.50. There's nothing preventing me - assuming the 7% price limit is not hit - from placing a limit to sell ESU6 at 2050.00, but I will get filled at 2096.50. According to your limit price - fill price formula, I will get an instant -186 tick negative slippage to my advantage!
The following 4 users say Thank You to artemiso for this post: