Slippage is normally irrelevant, but can remarkably affect the result when you trade on short time frames, such as minutes or ticks. So far I used the following formula for calculating slippage when entering a trade at the open: P = S/T * (C-O) where P = price change due to slippage, S = slippage in seconds, T = bar width in seconds, C = close and O = open. This is the theoretical average slippage under the assumption of a honest broker, but I found that this generates usually too small slippage. Therefore I'm now using the following formula: P = S/T * (L-O) when C < O P = S/T * (H-O) otherwise This seems to give more realistic results. Which slippage formula do you use?