accounting for and adjusting for slippage POSITIONPRICE vs expectedPositionPrice

Hi team

I’m trying to adjust future stop entry orders based on past slippage lets say for FX.

I’m thinking a WHILE loop is the way to address this but struggling to get my head around it and also adding discount factor.

Thanks for your help.

DEFPARAM CumulateOrders = True // Cumulating positions activated

entryStep = 0.001

IF NOT ONMARKET THEN
BUY 1 CONTRACT AT MARKET
ENDIF

IF ONMARKET THEN

// 2nd trade
IF COUNTOFPOSITION = 1 THEN
BUY 1 CONTRACT AT tradeprice(1)+entryStep STOP
ENDIF

// lets adjust the next Stop entry to account for the slippage
// When there is more than 1 position we can start to compare
// the executed tradeprice VS the expected tradeprice
// based on the average price
IF COUNTOFPOSITION > 1 THEN

expectedPositionPrice = 0


// let's get the expectedPositionPrice 
// PART 1 where I'm stuck
WHILE COUNTOFPOSITION > 1 DO
i = i + 1
expectedPositionPrice = (tradeprice[i] + )/ COUNTOFPOSITION
WEND

// this would be the slippage
actualSlippage = POSITIONPRICE - expectedPositionPrice

// PART 2 where I'm stuck
// I know we cannot just tighten the entry based on the slippage
// we need to reduce it further to get us closer to the expectedPositionPrice
// it must be by somefactor but what factor? 
adjustedEntryStep = entryStep - (actualSlippage * somefactor?)

BUY 1 CONTRACT AT tradeprice(1)+adjustedEntryStep STOP

ENDIF
ENDIF