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EURUSD Slippage


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EURUSD Slippage

  #1 (permalink)
strando7
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Posts: 3 since Oct 2011
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hi guys,

anyone has done some statistics regarding average (at least 50 trades) slippage when your stop-loss is hit .. preferably for Interactive Brokers, Dukascopy or FXCM?

slippage is after commission my second biggest cost, and it really makes a difference if you are trading frequently and with larger size .. thanks!

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  #3 (permalink)
 
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 sands 
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strando7 View Post
hi guys,

anyone has done some statistics regarding average (at least 50 trades) slippage when your stop-loss is hit .. preferably for Interactive Brokers, Dukascopy or FXCM?

slippage is after commission my second biggest cost, and it really makes a difference if you are trading frequently and with larger size .. thanks!

Do you enter and exit in one big bang?

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  #4 (permalink)
strando7
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yes .. I trade intraday on multiple accounts, so no time to scaling in or out .. what is your experience?

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  #5 (permalink)
 
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 Jason Rogers 
New York
 
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strando7 View Post
hi guys,

anyone has done some statistics regarding average (at least 50 trades) slippage when your stop-loss is hit .. preferably for Interactive Brokers, Dukascopy or FXCM?

slippage is after commission my second biggest cost, and it really makes a difference if you are trading frequently and with larger size .. thanks!

Hi Strando,

Below are highlights from analysis of over 43 million trades executed through FXCM during the six month period between August 2013 and January 2014:
  • 73% of all orders had no slippage.
  • 15% of all orders received positive slippage.
  • 12% of all orders received negative slippage.
  • Over 60% of all limit and limit entry orders received positive slippage.
  • 53.32% of all stop and stop entry orders received negative slippage.

If you have questions about our services at FXCM please send me a Private Message.
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  #6 (permalink)
 FastBull32 
 
Posts: 39 since Oct 2012

I have some personal statistics, using Interactive Brokers:

- stats based on around 200 trades, at all times of the day
- my trade sizes are about 1-3 million Euros
- pairs traded are the highly liquid EUR/USD and USD/JPY
- average slippage 0.6 pips
- ranging from 0 pips to 7 pips in fast moving markets (only happened once over the last year)

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  #7 (permalink)
praptopro
sumbawa+indonesia
 
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Why EU is most and become favorited spot for making money in forex??

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  #8 (permalink)
 androiduser14916 
New York
 
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praptopro View Post
Why EU is most and become favorited spot for making money in forex??

It is extremely liquid and there is much focus on Europe right now in terms of global macro

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Last Updated on November 15, 2014


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