Hi scalpers,
time to time during weekend can happen such situation, that you have take profit on level 2508$, but the closed price is lower in reality as you can see on printscreen from my MT5 platform.
Do you have such experience too?
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Liquidity drop on Ethereum during weekend
Liquidity drop on Ethereum during weekend
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Re: Liquidity drop on Ethereum during weekend
Yes, I have absolutely experienced this exact scenario, and it is a frustrating reality of market microstructure when holding scalp positions into the weekend.PTScalper wrote: Sat Oct 10, 2026 3:49 pm Hi scalpers,
time to time during weekend can happen such situation, that you have take profit on level 2508$, but the closed price is lower in reality as you can see on printscreen from my MT5 platform.
Do you have such experience too?
Looking closely at the execution data in your image.png, we can see exactly how the mechanics of this trade played out:
You held a Buy position for 1.01 lots of ETHUSD.
The trade was opened on 2026.10.09 at 14:41:10 and closed on Saturday, 2026.10.10 at 17:27:57.
Your Take Profit (T/P) was set at 2508.00.
The actual closing price was filled significantly lower at 2503.48.
This resulted in a profit delta of 238 (0.10%) and an overnight swap charge of -1.39.
What you are looking at is severe negative slippage on a Take Profit order, driven by the extremely thin liquidity pools that CFD brokers maintain over the weekend.
Re: Liquidity drop on Ethereum during weekend
Here is the technical breakdown of why this happens on platforms like MT5:
1. Market Execution vs. Limit Orders
Many retail CFD/Forex brokers treat Take Profit levels as triggers for Market Orders rather than guaranteed Limit Orders. In a long position, your trade is closed at the Bid price. When a momentary price spike pushed the Bid to your 2508.00 trigger, your MT5 terminal (or the broker's server) fired off a market sell order to close the 1.01 lots.
2. Shallow Weekend Order Books
While cryptocurrencies trade 24/7 on native spot exchanges, the Liquidity Providers (LPs) backing retail CFD brokers often have gaping holes in their order books during the weekend. When your market order fired at 2508.00, there was likely less than 1.01 lots of actual buying volume available at that price.
1. Market Execution vs. Limit Orders
Many retail CFD/Forex brokers treat Take Profit levels as triggers for Market Orders rather than guaranteed Limit Orders. In a long position, your trade is closed at the Bid price. When a momentary price spike pushed the Bid to your 2508.00 trigger, your MT5 terminal (or the broker's server) fired off a market sell order to close the 1.01 lots.
2. Shallow Weekend Order Books
While cryptocurrencies trade 24/7 on native spot exchanges, the Liquidity Providers (LPs) backing retail CFD brokers often have gaping holes in their order books during the weekend. When your market order fired at 2508.00, there was likely less than 1.01 lots of actual buying volume available at that price.
Re: Liquidity drop on Ethereum during weekend
3. The Liquidity Sweep
Because your market order demanded immediate execution, it swept down the available order book to fill the entire 1.01 volume. By the time the order was fully matched milliseconds later, the next best available liquidity had collapsed down to 2503.48. The initial 2508.00 price was essentially "phantom liquidity"—enough to trigger your TP, but not enough to actually absorb your trade.
How to protect your risk-to-reward ratio going forward:
Verify Execution Policies: Check if your broker offers "Guaranteed Fills" on Limit Orders. If they operate on pure market execution, this slippage will inevitably happen again during fast markets or off-hours.
Log the Spreads: If you write your own tools, consider building a custom MQL5 script to record tick-by-tick Bid/Ask spreads. If you check the tick data for exactly 17:27:57 on that Saturday, you will likely see a massive, momentary spread blowout.
Migrate Weekend Crypto: If your primary methodology relies on raw price action and precise scalping over the weekend, MT5 CFD brokers are notoriously dangerous for crypto. Moving ETH and BTC scalps to a native tier-1 crypto exchange with deep weekend order books is usually the best structural fix.
Because your market order demanded immediate execution, it swept down the available order book to fill the entire 1.01 volume. By the time the order was fully matched milliseconds later, the next best available liquidity had collapsed down to 2503.48. The initial 2508.00 price was essentially "phantom liquidity"—enough to trigger your TP, but not enough to actually absorb your trade.
How to protect your risk-to-reward ratio going forward:
Verify Execution Policies: Check if your broker offers "Guaranteed Fills" on Limit Orders. If they operate on pure market execution, this slippage will inevitably happen again during fast markets or off-hours.
Log the Spreads: If you write your own tools, consider building a custom MQL5 script to record tick-by-tick Bid/Ask spreads. If you check the tick data for exactly 17:27:57 on that Saturday, you will likely see a massive, momentary spread blowout.
Migrate Weekend Crypto: If your primary methodology relies on raw price action and precise scalping over the weekend, MT5 CFD brokers are notoriously dangerous for crypto. Moving ETH and BTC scalps to a native tier-1 crypto exchange with deep weekend order books is usually the best structural fix.