Slippage is the difference between the price you expect when placing an order and the actual price at which the order is executed.
Slippage typically occurs when:
You use market orders during fast-moving conditions.
Liquidity is thin (overnight sessions, holidays, low-volume instruments).
A high-impact news release causes sudden price gaps.
Your order size is large relative to available liquidity at a given price level.
Slippage is a normal part of futures trading and applies to all platforms — including the simulated environment on MILTRADERS, which mirrors live market conditions through Volumetrica and dxFeed.
To minimize slippage: use limit orders when you have a specific entry or exit price in mind. Avoid placing market orders right before or during major news releases. Trade liquid instruments (ES, NQ, CL) during peak hours. Size positions appropriately for the available liquidity.