What is Slippage & how to avoid Slippage in Forex Trading ...

Avoiding Slippage in Forex

Hi guys , recently I've been facing so much slippage in Forex , I'm a fundamental trader , does someone has an idea on how to avoid slippage ? Here I've attached a link just to show you how the slippage occur
https://preview.redd.it/edt7owx3bgx21.jpg?width=499&format=pjpg&auto=webp&s=7d703392437b190b46154aa98ef5fdc440eb3580
https://www.youtube.com/watch?v=08V1hTvPjPk .
submitted by tigheyes to algotrading [link] [comments]

Slippage Effect and Avoiding It While Day Trading

fintech #trading #algotrading #quantitative #quant

Slippage Effect and Avoiding It While Day Trading Slippage inevitably happens to every trader, whether they are trading stocks, forex (foreign exchange), or futures. Slippage is what happens when you get a different price than expected on an entry or exit from a trade.
If the bid-ask spread in a stock is $49.36 by $49.37, and you place a market order to buy 500 shares, you may expect it to fill at $49.37. In the fraction of the second it takes for your order to reach the exchange, something might happen or the price could change. The price you actually get maybe $49.40. The $0.03 difference between your expected price of $49.37 and the $49.40 price you actually end up with is called slippage. Order Types and Slippage Slippage occurs when a trader uses market orders. Market orders are one of the order types that are used to enter or exit positions (a position is your buy/sell price and stance on an asset). To help eliminate or reduce slippage, traders use limit orders instead of.....
Continue reading at: https://www.thebalance.com/day-trading-slippage-defined-1030866
submitted by silahian to quant_hft [link] [comments]

[Not my post] The Structure of Forex Brokers

Originally posted by Darkstar at Forex Factory.
Disclaimer: I did not write this. I found this post on ForexFactory written by a user called DarkStar, which I believe a lot of redditors will benefit from reading.
________________________________________________________________________________________________________
There has been much discussion of late regarding borker spreads and liquidity. Many assumptions are being made about why spreads are widened during news time that are built on an incomplete knowledge of the architecture of the forex market in general. The purpose of this article is to dissect the market and hopefully shed some light on the situation so that a more rational and productive discussion can be undertaken by the Forex Factory members.
We will begin with an explanation of the purpose of the Forex market and how it is utilized by its primary participants, expand into the structure and operation of the market, and conclude with the implications of this information for speculators. With that having been said, let us begin.
Unlike the various bond and equity markets, the Forex market is not generally utilized as an investment medium. While speculation has a critical role in its proper function, the lion’s share of Forex transactions are done as a function of international business.
The guy who buys a shiny new Eclipse more then likely will pay for it with US Dollars. Unfortunately Mitsubishi’s factory workers in Japan need to get their paychecks denominated in Yen, so at some point a conversion needs to be made. When one considers that companies like Exxon, Boeing, Sony, Dell, Honda, and thousands of other international businesses move nearly every dollar, real, yen, rubble, pound, and euro they make in a foreign country through the Forex market, it isn’t hard to understand how insignificant the speculative presence is; even in a $2tril per day market.
By and large, businesses don’t much care about the intricacies of exchange rates, they just want to make and sell their products. As a central repository of a company’s money, it was only natural that the banks would be the facilitators of these transactions. In the old days it was easy enough for a bank to call a foreign bank (or a foreign branch of ones own bank) and swap the stockpiles of currency each had accumulated from their many customers.
Just as any business would, the banks bought the foreign currency at one rate and marked it up before selling it to the customer. With that the foreign exchange spread was born. This was (and still is) a reasonable cost of doing business. Mitsubishi can pay its customers and the banks make a nice little profit for the hassle and risks associated with moving around the currency.
As a byproduct of transacting all this business, bank traders developed the ability to speculate on the future of currency rates. Utilizing a better understanding of the market, a bank could quote a business a spread on the current rate but hold off hedging until a better one came along. This process allowed the banks to expand their net income dramatically. The unfortunate consequence was that liquidity was redistributed in a way that made certain transactions impossible to complete.
It was for this reason and this reason alone that the market was eventually opened up to non-bank participants. The banks wanted more orders in the market so that a) they could profit from the less experienced participants, and b) the less experienced participants could provide a better liquidity distribution for execution of international business hedge orders. Initially only megacap hedge funds (such as Soros’s and others) were permitted, but it has since grown to include the retail brokerages and ECNs.

Market Structure:
Now that we have established why the market exists, let’s take a look at how the transactions are facilitated:
The top tier of the Forex market is transacted on what is collectively known as the Interbank. Contrary to popular belief the Interbank is not an exchange; it is a collection of communication agreements between the world’s largest money center banks.
To understand the structure of the Interbank market, it may be easier to grasp by way of analogy. Consider that in an office (or maybe even someone’s home) there are multiple computers connected via a network cable. Each computer operates independently of the others until it needs a resource that another computer possesses. At that point it will contact the other computer and request access to the necessary resource. If the computer is working properly and its owner has given the requestor authorization to do so, the resource can be accessed and the initiating computers request can be fulfilled. By substituting computers for banks and resources for currency, you can easily grasp the relationships that exist on the Interbank.
Anyone who has ever tried to find resources on a computer network without a server can appreciate how difficult it can be to keep track of who has what resources. The same issue exists on the Interbank market with regard to prices and currency inventory. A bank in Singapore may only rarely transact business with a company that needs to exchange some Brazilian Real and it can be very difficult to establish what a proper exchange rate should be. It is for this purpose that EBS and Reuters (hereafter EBS) established their services.
Layered on top (in a manner of speaking) of the Interbank communication links, the EBS service enables banks to see how much and at what prices all the Interbank members are willing to transact. Pains should be taken to express that EBS is not a market or a market maker; it is an application used to see bids and offers from the various banks.
The second tier of the market exists essential within each bank. By calling your local Bank of America branch you can exchange any foreign currency you would like. More then likely they will just move some excess currency from one branch to another. Since this is a micro-exchange with a single counterparty, you are basically at their mercy as to what exchange rate they will quote you. Your choice is to accept their offer or shop a different bank. Everyone who trades the forex market should visit their bank at least once to get a few quotes. It would be very enlightening to see how lucrative these transactions really are.
Branching off of this second tier is the third tier retail market. When brokers like Oanda, Forex.com, FXCM, etc. desire to establish a retail operation the first thing they need is a liquidity provider. Nine in ten of these brokers will sign an agreement with just one bank. This bank will agree to provide liquidity if and only if they can hedge it on EBS inclusive of their desired spread. Because the volume will be significantly higher a single bank patron will transact, the spreads will be much more competitive. By no means should it be expected these tier 3 providers will be quoted precisely what exists on the Interbank. Remember the bank is in the business of collecting spreads and no agreement is going to suspend that priority.
Retail forex is almost akin to running a casino. The majority of its participants have zero understanding how to trade effectively and as a result are consistent losers. The spread system combined with a standard probability distribution of returns gives the broker a built in house advantage of a few percentage points. As a result, they have all built internal order matching systems that play one loser off against a winner and collect the spread. On the occasions when disequilibrium exists within the internal order book, the broker hedges any exposure with their tier 2 liquidity provider.
As bad as this may sound, there are some significant advantages for speculators that deal with them. Because it is an internal order book, many features can be provided which are otherwise unavailable through other means. Non-standard contract sizes, high leverage on tiny account balances, and the ability to transact in a commission free environment are just a few of them…
An ECN operates similar to a Tier 2 bank, but still exists on the third tier. An ECN will generally establish agreements with several tier 2 banks for liquidity. However instead of matching orders internally, it will just pass through the quotes from the banks, as is, to be traded on. It’s sort of an EBS for little guys. There are many advantages to the model, but it is still not the Interbank. The banks are going to make their spread or their not go to waste their time. Depending on the bank this will take the form of price shading or widened spreads depending on market conditions. The ECN, for its trouble, collects a commission on each transaction.
Aside from the commission factor, there are some other disadvantages a speculator should consider before making the leap to an ECN. Most offer much lower leverage and only allow full lot transactions. During certain market conditions, the banks may also pull their liquidity leaving traders without an opportunity to enter or exit positions at their desired price.

Trade Mechanics:
It is convenient to believe that in a $2tril per day market there is always enough liquidity to do what needs to be done. Unfortunately belief does not negate the reality that for every buyer there MUST be a seller or no transaction can occur. When an order is too large to transact at the current price, the price moves to the point where open interest is abundant enough to cover it. Every time you see price move a single pip, it means that an order was executed that consumed (or otherwise removed) the open interest at the current price. There is no other way that prices can move.
As we covered earlier, each bank lists on EBS how much and at what price they are willing to transact a currency. It is important to note that no Interbank participant is under any obligation to make a transaction if they do not feel it is in their best interest. There are no “market makers” on the Interbank; only speculators and hedgers.
Looking at an ECN platform or Level II data on the stock market, one can get a feel for what the orders on EBS look like. The following is a sample representation:
You’ll notice that there is open interest (Level II Vol figures) of various sizes at different price points. Each one of those units represents existing limit orders and in this example, each unit is $1mil in currency.
Using this information, if a market sell order was placed for 38.4mil, the spread would instantly widen from 2.5 pips to 4.5 pips because there would no longer be any orders between 1.56300 and 1.56345. No broker, market maker, bank, or thief in the night widened the spread; it was the natural byproduct of the order that was placed. If no additional orders entered the market, the spread would remain this large forever. Fortunately, someone somewhere will deem a price point between those 2 figures an appropriate opportunity to do something and place an order. That order will either consume more interest or add to it, depending whether it is a market or limit order respectively.
What would have happened if someone placed a market sell order for 2mil just 1 millisecond after that 38.4 mil order hit? They would have been filled at 1.5630 Why were they “slipped”? Because there was no one to take the other side of the transaction at 1.56320 any longer. Again, nobody was out screwing the trader; it was the natural byproduct of the order flow.
A more interesting question is, what would happen if all the listed orders where suddenly canceled? The spread would widen to a point at which there were existing bids and offers. That may be 5,7,9, or even 100 pips; it is going to widen to whatever the difference between a bid and an offer are. Notice that nobody came in and “set” the spread, they just refused to transact at anything between it.
Nothing can be done to force orders into existence that don’t exist. Regardless what market is being examined or what broker is facilitating transactions, it is impossible to avoid spreads and slippage. They are a fact of life in the realm of trading.

Implications for speculators:
Trading has been characterized as a zero sum game, and rightly so. If trader A sells a security to trader B and the price goes up, trader A lost money that they otherwise could have made. If it goes down, Trader A made money from trader B’s mistake. Even in a huge market like the Forex, each transaction must have a buyer and a seller to make a trade and one of them is going to lose. In the general realm of trading, this is materially irrelevant to each participant. But there are certain situations where it becomes of significant importance. One of those situations is a news event.
Much has been made of late about how it is immoral, illegal, or downright evil for a broker, bank, or other liquidity provider to withdraw their order (increasing the spread) and slip orders (as though it was a conscious decision on their part to do so) more then normal during these events. These things occur for very specific reasons which have nothing to do with screwing anyone. Let us examine why:
Leading up to an economic report for example, certain traders will enter into positions expecting the news to go a certain way. As the event becomes immanent, the banks on the Interbank will remove their speculative orders for fear of taking unnecessary losses. Technical traders will pull their orders as well since it is common practice for them to avoid the news. Hedge funds and other macro traders are either already positioned or waiting until after the news hits to make decisions dependent on the result.
Knowing what we now know, where is the liquidity necessary to maintain a tight spread coming from?
Moving down the food chain to Tier 2; a bank will only provide liquidity to an ECN or retail broker if they can instantly hedge (plus their requisite spread) the positions on Interbank. If the Interbank spreads are widening due to lower liquidity, the bank is going to have to widen the spreads on the downstream players as well.
At tier 3 the ECN’s are simply passing the banks offers on, so spreads widen up to their customers. The retailers that guarantee spreads of 2 to 5 pips have just opened a gaping hole in their risk profile since they can no longer hedge their net exposure (ever wonder why they always seem to shut down or requote until its over?). The variable spread retailers in turn open up their spreads to match what is happening at the bank or they run into the same problems fixed spreads broker are dealing with.
Now think about this situation for a second. What is going to happen when a number misses expectations? How many traders going into the event with positions chose wrong and need to get out ASAP? How many hedge funds are going to instantly drop their macro orders? How many retail traders’ straddle orders just executed? How many of them were waiting to hear a miss and executed market orders?
With the technical traders on the sidelines, who is going to be stupid enough to take the other side of all these orders?
The answer is no one. Between 1 and 5 seconds after the news hits it is a purely a 1 way market. That big long pin bar that occurs is a grand total of 2 prices; the one before the news hit and the one after. The 10, 20, or 30 pips between them is called a gap.
Is it any wonder that slippage is in evidence at this time?

Conclusions:
Each tier of the Forex market has its own inherent advantages and disadvantages. Depending on your priorities you have to make a choice between what restrictions you can live with and those you cant. Unfortunately, you can’t always get what you want.
By focusing on slippage and spreads, which are the natural byproduct of order flow, one is not only pursuing a futile ideal, they are passing up an enormous opportunity to capitalize on true inefficiencies. News events are one of the few times where a large number of players are positioned inappropriately and it is fairly easy to profit from their foolishness. If a trader truly wants to make the leap to the next level of profitability they should be spending their time figuring out how identify these positions and trading with the goal of capturing the price movement they inevitably will cause.
Nobody is going to make the argument that a broker is a trader’s best friend, but they still provide a valuable service and should be compensated for their efforts. By accepting a broker for what it is and learning how to work within the limitations of the relationship, traders have access to a world of opportunity that they otherwise could never dream of capturing. Let us all remember that simple truth.
submitted by Cross_Game to Forex [link] [comments]

Slippage Effect and Avoiding It While Day Trading

fintech #trading #algotrading #quantitative #quant

Slippage Effect and Avoiding It While Day Trading Slippage inevitably occurs to every trader, whether they are trading stocks, forex, or futures. Slippage is when you get a different price than expected on an entry or exit from a trade.
If the bid-ask spread in a stock is $49.36 by $49.37, and you place a market order to buy 500 shares, you may expect it to fill at $49.37. In the fraction of a second, it takes for your order to reach the exchange something may change, or your quotes could be slightly delayed. The price you actually get maybe $49.40. The $0.03 difference between your expected price of $49.37 and the $49.40 price you actually end up buying at is called slippage. Order Types and Slippage Slippage occurs when a trader uses market orders. Market orders are one order type that is used to enter and exit positions. Slippage is possible when you get in and out of a trade.
To help eliminate or reduce slippage, traders use limit orders instead of market orders. A limit.....
Continue reading at: https://www.thebalance.com/day-trading-slippage-defined-1030866
submitted by silahian to quant_hft [link] [comments]

Slippage Effect and Avoiding It While Day Trading

fintech #trading #algotrading #quantitative #quant

Slippage Effect and Avoiding It While Day Trading Slippage inevitably occurs to every trader, whether they are trading stocks, forex, or futures. Slippage is when you get a different price than expected on an entry or exit from a trade.
If the bid-ask spread in a stock is $49.36 by $49.37, and you place a market order to buy 500 shares, you may expect it to fill at $49.37. In the fraction of a second, it takes for your order to reach the exchange something may change, or your quotes could be slightly delayed. The price you actually get maybe $49.40. The $0.03 difference between your expected price of $49.37 and the $49.40 price you actually end up buying at is called slippage. Order Types and Slippage Slippage occurs when a trader uses market orders. Market orders are one order type that is used to enter and exit positions. Slippage is possible when you get in and out of a trade.
To help eliminate or reduce slippage, traders use limit orders instead of market orders. A limit.....
Continue reading at: https://www.thebalance.com/day-trading-slippage-defined-1030866
submitted by silahian to quant_hft [link] [comments]

Tips to Reduce Slippage in Forex Trading

Typically, slippage happens in Forex trading when a stop or limiting order is placed inappropriately. Here are a few tips on how to avoid slippage in Forex trading. Make the most of it. Talk to the professional experts to get clear ideas on Forex trading.
submitted by aryanamar to forextradingsystem [link] [comments]

Reasons, Concepts and Vision — InziderX Exchange

Reasons, Concepts and Vision — InziderX Exchange
https://preview.redd.it/1p6lysgipsb11.png?width=1446&format=png&auto=webp&s=97da621d9612c8e941f9b7b71564416102762d0f
The purpose of this article is to expose the reasons, concepts and vision of the InziderX Exchange and how they take root in the same principle: autarky.

The Reasons

The reasons the InziderX team is developing a decentralized exchange may be obvious to many, but not all. Initially, decentralized exchanges have the advantage of being protected against huge hacks as we have seen since 2014 — more than $ 1.2 billion all together.
Moreover, a true peer-to-peer system has the advantage of being anonym. There is no server so it can not be closed. There is no verification or restriction to transfer funds because it is initially a simple wallet.
These two factors are the main advantages of decentralized exchanges: security and anonymity.
There are some good examples of decentralized exchanges and the first question that comes to mind is why another one? Liquidity is an easy answer. As detailed in our whitepaper, a $ 200 spread on BTC / USD and a slippage of a 2% on entry is simply unacceptable for an active trader.
Filled with “ERC20 token created in 5 minutes” some exchange really don’t help by diluting an already thin volume.
Relying on someone else’s blockchain also have some risk when we look past hard fork. The centralization of the master nodes called witnesses is another factor of consideration.
There is currently no good decentralized trading option for active traders.
Even in centralized exchanges, where we can find liquidity, there are so many missing tools! All users of the trading platform on the Forex market will ask the same questions: why there is no complex order type (Entry + SL + TP) and why orders are aggregated at an average price?!
Even more when we talk about algorithm trading, it can not be covered in a short article.
InziderX Exchange seeks to fill these current gaps: security, liquidity, Forex Pro-Trading tools and API Algorithm.

The Concepts

There are many concepts of “decentralized” exchange and all have advantages and disadvantages: some use limited master nodes or proof-of-stake instead of proof of work.
The main advantage of these two approaches is scaling. The disadvantages are the centralization of the consensual process and the supply necessary to secure the system.
Is there common ground ?! As often, this seems to be the answer.
But the juggling with master nodes, spread across several countries, still shows the weakness of this type of approach.
And some will say that only a proof-of-work system can secure a $ 800 billion market. It’s a strong affirmation worth consideration!
In addition, not everyone wants to transfer their funds into the exchange. “Another wallet and a private key ?!”
The InziderX trading concept is based on wallets. The point here is to have wallets communicate between blockchain — interoperability.
Most wallets are a modified version of Bitcoin Core wallet, a C ++ program. They mainly use request to trigger commands such as sending funds and securing transactions.
By making these wallets communicating via a hub that links them with a P2P system, it is possible to create a fully distributed exchange without centralization. Atomic swap securing transactions with multisigned addresses and the timelock / hash system.
This is the only way to achieve interoperability and avoid some sort of centralization.
Initially, InziderX will create a multi-currency wallet that will hold the assets traded on its exchange.
In a second step, it will allow the direct connection of the external wallets with complete or light node (ie: electrum). In this way, the multi-currency wallet will be convenient, but the standalone wallet will still be available if preferred.
This would also allow the use of physical wallets like Trezor, Leger Nano S or simply online wallet like Metamask.
Scaling is still a problem for the POW system. The 10-minutes confirmations are not well suited to active trading. Part of the process that does not involve a final settlement doesn’t need be on-chain and this is where the POS is a useful tool.
The Lightning Network is actually a kind of proof-of-stake system. The owner of the transactional channel must have the same asset value that he intends to transfer via his channel as security for the users.
The combination of these two technologies at different levels of importance in the transaction process is the path that InziderX Exchange intends to take.

The Vision

The vision of InziderX Exchange is about community. The community is the KEY.
This is why the independence of any external entity is avoided — no server, no master node for the final settlement, no dolly blockchain. It is about empowering the community by giving them a tool that is independent of any outside influence.
This model also has its advantages. Fully developed, it will allow the integration of any participant by shared protocols. Markets and technologies tend to consolidate around some ingenious ideas. BIP, BOLT and other acronym.
InziderX Exchange seeks to create a single market where participants can build a liquidity relay.
A world of markets, the world market.

Conclusion

What about autarky? At all stages of the development of the exchange, autarky is a respected principle.
The reasons for this exchange is to release (!) hostages users of centralized exchange.
The concepts of our exchange, its technology also value the full independence of users.
The vision of InziderX Exchange, the creation of an agora where everyone can join and who does not depend on any external entity, gives power to users and communities.
For a watchful eye of today’s digital asset markets, it is clear that centralized exchanges, as long as they has been an useful option, are now somewhat the problem. InziderX Exchange is the solution.
Become an Inzider
Get you INX!
Inziderx.io
#InziderX #Exchange #ico https://inziderx.io/
— — — — — — — — — — — — -
I am the CEO of InziderX and I intend in future articles to explain in detail the characteristics of our exchange by dividing the white paper into sections with comments.
Stay tuned!
submitted by InziderX to u/InziderX [link] [comments]

Forex VPS Latency: How to Speed Up Your Profits

Please share your thoughts on how to get the lowest latency with your broker and avoid slippage.
For newbies in this question, I advise to read the great article on ForexCrunch regarding VPS latency http://www.forexcrunch.com/forex-vps-latency-how-to-speed-up-your-profits/
submitted by AlexanderCollins to Forex [link] [comments]

Controlling Slippage FOREX Slippage Slippage, Requotes and Unfair Price Execution - How Big a Problem What is forex market slippage and why should you care? How to Avoid Slippage in Forex Trading ? Avoid Slippage in Trading  (2020)

Slippage is inevitable in trading any market, whether it is forex, equities, cryptocurrencies or commodities. Latency between order requests and actual execution occurs from time to time, leading to a difference between the price desired and the actual outcome of the trade. Although the word “slippage” itself has a negative connotation, it isn’t always bad for a trader’s bottom line ... Slippage inevitably happens to every trader, whether they are trading stocks, forex (foreign exchange), or futures. Slippage is what happens when you get a different price than expected on an entry or exit from a trade. Find out more about forex slippage and how to avoid it. News & Analysis at your fingertips. Install . We use a range of cookies to give you the best possible browsing experience. By continuing to ... While a little unpredictability is useful for quick Forex Brokers, a lot of it can prompt huge misfortunes, particularly in exceptionally used trades. Try to Avoid Markets Orders. You will need to avoid the Market orders, Instead of this, you can use the limit order it will help you to manage the slippage. Moreover, under the limit order, you ... Using limit orders instead of market orders is the main way that stock or forex traders can avoid or reduce slippage. In addition, traders can expect to face significant slippage around the announcement of major financial news events. As a result, day traders would do well to avoid getting into any major trades around these times. Open a trading account in 1 minute Take advantage of trading ... Slippage is a word that you will often hear if you are a forex trader. Moreover, the concept of slippage in forex trading is poorly understood by many traders.. The forex traders will benefit significantly by understanding the problem and how to avoid its pitfalls. A trader will want to maximise positive slippage and reduce or avoid negative slippage where possible. Minimising Negative Slippage. Slippage can be avoided by using brokers who offer instant execution rather than market execution. This is because the trade is guaranteed to be executed at a specific price. The issue here, however, is that if the price that the trader requests becomes ... What is slippage in Forex? Slippage is when you place an order at a quoted price, and your order gets filled at a different (worse) price than the one you were quoted. Slippage can be minor enough not to impact your trade outcome at all, or it can be major enough to stop you out the moment you have entered the trade! You can lose a lot of money through slippage, so it is something to be wary ... This is similar to taking a 4 to 20pip slippage in advance to guarantee your stop loss. It would only be advantageous to take a guaranteed stop loss your expected slippage is greater than the additional cost of the guaranteed stop loss. So that completes my guide on how to avoid or minimize slippage in Forex Trading. Feel free to discuss in the ... Using limit orders instead of market orders is the main way that stock or forex traders can avoid or reduce slippage. In addition, traders can expect to face significant slippage around the announcement of major financial news events. As a result, day traders would do well to avoid getting into any major trades around these times.

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Controlling Slippage

What is Slippage and How to Avoid It? 😟🙂 - Duration: 8 ... 8:44. What is Slippage in Forex Trading? 🤔 - Duration: 8:00. UKspreadbetting 3,405 views. 8:00. Forex Rollover and Swap ... Slippage, Requotes and Unfair Price Execution - How Big a Problem ///// orex is an over the counter market. This means there are no centralized exchanges to match and fill orders independently and ... How to Avoid Slippage in Forex Trading .In this video, I will tell you how to avoid slippage in the forex. For, those who don't know what is slippage can check out the video by clicking the I ... What is Slippage in Forex Trading? 🤔 - Duration: 8:00. UKspreadbetting 3,545 views. 8:00. Warning! Market Spread Affects Trade Entry & Exits. Learn To Setup Trades Correctly. - Duration: 19:23 ... What is Slippage and How to Avoid It? 😟🙂 - Duration: 8:44. UKspreadbetting 14,369 views. 8:44. 3 Types of Trading Algos Institutions Use: ... Forex Market Manipulation, Liquidity & Slippage ...

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