[wsam29]

no such thing as slippage, what you are experiancing is called market movement if you are using market orders to enter or exit a trade.

if you go to sell a 5 lot of YM at the market and there are only 3 buyers at the best bid, you're pushing the price lower on yourself to the next best bid, which is 1 tick lower. If you want to avoid this "slippage" use limit orders, you may not get filled on your whole order mind you.