Exness Slippage rule
What Is Exness Slippage rule?
Exness Slippage rule refers to the broker’s policy for handling situations when the requested price of your order is not available due to rapid market movements or low liquidity. In these cases, your order is executed at the next available price. This difference between the requested and actual execution price is called slippage.
Key characteristics of Exness Slippage rule:
- Applies to all order types: Market, stop, and pending orders can all experience slippage.
- Can be positive or negative: Sometimes you get a better price (positive slippage), and sometimes a worse one (negative slippage).
- Transparency: Exness provides clear information about how slippage is handled in their trading conditions and execution policy.
How Does Exness Slippage rule Affect Trades?
When the market is stable, orders are usually filled at or very close to the requested price. However, during fast market moves or periods of low liquidity, prices can change in milliseconds. Exness Slippage rule ensures your order is still filled, but at the current available price.
Situations where Exness Slippage rule is most relevant:
- Major economic news releases
- Unexpected geopolitical events
- Low liquidity periods (overnight or holiday trading)
- Trading exotic instruments with wider spreads
Examples of Slippage Scenarios
| Order Type | Requested Price | Execution Price | Slippage (Pips) | Result |
|---|---|---|---|---|
| Market Buy | 1.10000 | 1.10005 | -5 | Negative slippage |
| Market Sell | 1.10000 | 1.09997 | +3 | Positive slippage |
| Stop Loss | 1.10500 | 1.10510 | -10 | Negative slippage |
| Take Profit | 1.10800 | 1.10803 | +3 | Positive slippage |
How Exness Slippage rule Compares to Other Brokers
Not all brokers treat slippage the same way. Some may requote your order, while others fill at the next available price automatically. Exness does not requote; instead, Exness Slippage rule fills your order at the available price, ensuring speed and transparency.
| Broker | Requotes | Slippage Policy | Speed of Execution |
|---|---|---|---|
| Exness | No | Fills at available price | Fast |
| Broker A | Yes | May requote or reject | Medium |
| Broker B | No | Fills at available price | Fast |
| Broker C | Yes | Requotes common | Slower |
What Can Cause Slippage?
Understanding the causes of slippage helps you plan your trading and use Exness Slippage rule to your advantage.
Main causes of slippage:
- Rapid price movements during news events
- Thin liquidity (few orders in the market book)
- Large order sizes relative to available liquidity
- Market gaps (when the market opens after a weekend or holiday)
How to Manage Slippage with Exness Slippage rule
While you can’t eliminate slippage, you can take steps to reduce its impact.
Ways to manage slippage:
- Trade during high liquidity sessions (London and New York overlaps)
- Avoid trading around major news releases if tight execution is critical
- Use limit orders for precise entries (though execution is not guaranteed)
- Set realistic expectations for order fills in volatile markets
Before Placing an Order
- Review upcoming economic calendar events
- Assess current market volatility
- Decide if market or limit order is best for this trade
- Consider typical spread and recent slippage history
Practical Example: Exness Slippage rule in Action
Suppose you place a market buy order for EUR/USD at 1.10000 during a quiet market. The order fills instantly at 1.10000, with little or no slippage. Now imagine the same order during a major news release. Price jumps to 1.10008 before your order is filled. Exness Slippage rule ensures your trade is filled at 1.10008, so you can still participate in the market, but at a different price than requested.
Pros and Cons of Exness Slippage rule
Pros:
- Fast execution without requotes
- Transparent policy—know what to expect
- Both positive and negative slippage possible
Cons:
- In high volatility, execution price may be further from requested price
- Can lead to larger losses or smaller profits if slippage is negative
Slippage Frequency by Market Situation
| Market Situation | Slippage Likelihood | Typical Slippage Size (Pips) |
|---|---|---|
| High liquidity hours | Low | 0–2 |
| Major news releases | High | 5–30 |
| Exotic instruments | Medium to high | 10–50 |
| Weekend gaps | High | 20–100+ |
Conclusion
Exness Slippage rule is a core trading mechanic you need to understand for realistic expectations about order execution. The rule means your orders are always executed at the next available price, with no requotes, which keeps trading fast and transparent. While you can’t fully avoid slippage, by understanding the Exness Slippage rule and adjusting your trading plan, you can manage its impact and remain in control of your trading outcomes.
FAQ:
- 1. What is Exness Slippage rule?
- It is the policy that defines how Exness executes orders when the requested price is unavailable—your order is filled at the next available price.
- 2. Does Exness Slippage rule apply to all order types?
- Yes, it applies to market, stop, and pending orders.
- 3. Can slippage be positive for the trader?
- Yes, sometimes your order is filled at a better price than requested, resulting in positive slippage.
- 4. How can I reduce slippage with Exness?
- Trade during liquid market hours, avoid major news times, and consider using limit orders when possible.
- 5. Does Exness requote orders in fast markets?
- No, Exness Slippage rule means orders are filled at the available price without requotes.