Order Execution
Slippage is the difference between the price you expected for a trade and the price at which it actually executes; it comes from the market moving during execution latency, from thin order books, and from large orders consuming several price levels.
Slippage is a cost like a fee, but it is invisible until you compare the signal price with the fill. On a market order it is usually small in liquid pairs and large in thin ones or at news; on a stop-loss it can be significant, because a stop becomes a market order at the worst possible moment. Over hundreds of trades, systematic slippage of a few tenths of a percent decides whether a strategy with a modest edge is profitable. It also distorts backtests and paper results, which fill at the quoted price with no slippage at all.
AlgoVesta records the exact fill price reported by the exchange or terminal for every entry and exit and shows it without rounding, so the slippage of each trade can be read directly against the signal price. For signals that come with an entry zone, an optional rule skips the trade when the live price has already left the zone, or limits how far from the zone an entry may be filled, so a late signal is not chased. Stops and targets are placed as resting orders on the venue rather than triggered from software, which removes one source of delay at the exit. Execution runs from servers close to the venues rather than from your own connection. Paper mode fills at the quoted price and is labelled as such; it is meant for testing logic, not for estimating slippage. See the crypto automation page for the entry-zone settings and execution latency for the timing side.
A channel posts "SOLUSDT LONG entry 140.00-140.50". By the time the order reaches the exchange the price is 140.62; with the entry-zone rule set to "inside zone only" the trade is skipped and logged. With the rule set to "up to 0.5% beyond the zone" the order is placed and fills at 140.65, a slippage of about 0.1% against the top of the zone, which is recorded on the trade.