What is slippage?
Slippage is the difference between the price you expected on a trade and the price you actually got filled at.
Slippage happens because prices move between the moment a decision is made and the moment the order fills, and because larger orders can move the market. In copy trading, slippage also includes any delay between the lead's fill and the follower's fill.
Candella measures the gap between a lead's fill price and each follower's fill so the cost of copying is visible rather than hidden. Faster detection and execution reduce it.
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