Slippage that only ever goes against you is a policy, not bad luck
Posted: Sat Oct 31, 2026 7:27 pm
Slippage should be roughly symmetrical. Over a few hundred fills, positive and negative slips ought to land in similar numbers and similar sizes, because the market doesn't care which side of the trade you're on.
When the log shows negative slippage on most fills, and positive slippage that is rare or capped at a tiny size, the broker is probably passing on the good fills and only handing over the bad ones. Some firms keep the price improvement for themselves, while others pass it through. The difference is a few tenths of a pip per trade, which for a scalper aiming at four or five pips is a serious tax.
The test is easy. Export the history, compare the requested price with the executed price on market orders, and sort into improved, equal and worse. Ignore the news minutes, since those distort everything.
If the split looks lopsided, ask support directly whether positive slippage is passed on. The answer, or the dodge, tells a lot. What does the split look like on your account?
When the log shows negative slippage on most fills, and positive slippage that is rare or capped at a tiny size, the broker is probably passing on the good fills and only handing over the bad ones. Some firms keep the price improvement for themselves, while others pass it through. The difference is a few tenths of a pip per trade, which for a scalper aiming at four or five pips is a serious tax.
The test is easy. Export the history, compare the requested price with the executed price on market orders, and sort into improved, equal and worse. Ignore the news minutes, since those distort everything.
If the split looks lopsided, ask support directly whether positive slippage is passed on. The answer, or the dodge, tells a lot. What does the split look like on your account?