What is slippage in a simulated account?

In live trading, slippage comes from two things: the market moving during the time an order takes to reach the venue, and the order being larger than the volume available at the best price.

How simulators handle it

• No modelled slippage: market orders fill at the current bid or ask at the moment they are processed. This is simple and transparent.
• Artificial slippage: some setups add a fixed or random amount to fills. This can make results more conservative but is hard to explain and easy to dispute.
• Gap behaviour: even without modelled slippage, a stop can fill away from its level if the price jumps past it, because there was no price in between.

Stops and gaps, worked

A trader is long gold with a stop at 2,350.00. Over the weekend the market reopens with the bid at 2,342.50. The stop is triggered by the first price through the level, so it closes at 2,342.50, not at 2,350.00. That is not slippage invented by the platform; it is the price the market actually offered.

What to publish

Explain in your rules how market orders, pending orders and stops are filled, including what happens in gaps. This answers most execution disputes before they happen.

PropExecutor does not invent slippage. Market orders fill at the live bid or ask, and a stop or pending stop order that the market jumps through fills at the first live price beyond the level, which is how a real stop behaves.