How does slippage affect Copiers, especially when following high-frequency Master Traders? – Bitdelta Pro

Slippage is the difference between the price the Master Trader gets on their trade and the price you receive on your copied trade. It happens because your order enters the market a fraction of a second after the master’s and in that tiny gap, the price may have moved.
In calm, liquid market conditions this difference is minimal. But during fast-moving markets, like major news events or central bank announcements, the gap can be more noticeable.
For high-frequency Master Traders who open many trades in a short period, slippage matters more because it accumulates across every single trade. Even a small price difference per trade adds up significantly over hundreds of trades.
The upside: BitDelta Pro’s execution policy passes any positive slippage (where you get a better price than the master) directly to you. The platform also uses an STP model, routing orders to multiple liquidity providers simultaneously, which helps minimize slippage by finding the best available price in the market.