Simulating slippage in the MT5 strategy tester
Posted: Sun Nov 01, 2026 5:34 pm
The MT5 tester can model delays, but many people run it with zero latency. That makes results look better than live.
Options:
A worked example of the effect: an EA making 0.5 pips per trade in testing, with 0.1 pips of slippage on entry and exit, makes 0.3 pips. With 200 trades a month on 1 lot, that's $400 less per month.
Run tests with and without slippage. If the strategy only works without, it's not ready for live.
How do you model execution in testing?
Options:
- Use real ticks if your broker provides them, for realistic spreads.
- Set a delay in the tester settings, for example random delay, to simulate execution lag.
- Add slippage in the EA code in test mode: shift the fill price by a set amount against the trade.
A worked example of the effect: an EA making 0.5 pips per trade in testing, with 0.1 pips of slippage on entry and exit, makes 0.3 pips. With 200 trades a month on 1 lot, that's $400 less per month.
Run tests with and without slippage. If the strategy only works without, it's not ready for live.
How do you model execution in testing?