Slippage
Execution
Slippage is the difference between the expected execution price and the actual fill, common in fast or thin markets.
Slippage is the difference between the expected execution price of an order and the actual fill price. Slippage runs against the trader most often around news events, at session open/close, and on illiquid contracts.
For simulated prop-firm accounts, slippage is modeled rather than measured. Different firms apply different models — some realistic, some optimistic — which affects how strategies that rely on tight execution (scalping, fading volatility) perform on the platform.
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