AlgoVerdict

What Is Slippage? Causes, Impact, and How to Reduce It

What Slippage Is

Slippage is the difference between the price at which you intended to place an order and the price at which it is actually executed. It occurs because the market moves in the milliseconds between order submission and fill — or because there is insufficient liquidity at the desired price.

For discretionary traders, slippage is an annoyance. For EAs and scalping strategies it is often the difference between a profitable and an unprofitable system: if your target per trade is 3–5 pips, even 1 pip of average negative slippage can eat you alive.

Why Slippage Occurs

Impact on Automated Trading

Backtests typically assume perfect execution. In live trading, slippage shifts both entry and exit — for high-frequency or tightly-targeted EAs this can halve or entirely eliminate the edge measured in the backtest. A realistic slippage assumption therefore belongs in every serious strategy evaluation.

How to Reduce Slippage

  1. Choose an ECN/raw broker with deep liquidity — see our broker reviews.
  2. Run your VPS close to the broker's server (ideally the same data centre, e.g. Equinix NY4) — see VPS for EAs.
  3. Control your trading hours: avoid trading market-moving news releases with market orders.
  4. Use limit orders wherever your strategy allows.
  5. Measure and monitor slippage — you can only optimise what you track.

Conclusion

Slippage is not a minor detail; it is a hard cost component of every automated strategy. Broker selection, VPS location, and order logic are the three levers that bring it under control — and they are exactly what we assess when evaluating brokers from an algo perspective.