Broker Spread Emulation New comment Wackena 2009.02.09 22:14 I am investigating if it is possible to write mql code to emulate spread changes in the MT4 Strategy Tester. I assume that Brokers do not manually change spread values and the spread is automatically calculated on the server as trading parameters change. How do Brokers calculate currency pair market liquidity, volatility and volume? How do Brokers calculate currency pair spread as liquidity, volatility and volume changes? Are there generic rules and/or formulae Brokers use to set variable spreads? Orders accepted and cancelled right away Bid and Ask in backtest What's new in MetaTrader 4 and MQL4 - big changes on the way New comment
I am investigating if it is possible to write mql code to emulate spread changes in the MT4 Strategy Tester.
I assume that Brokers do not manually change spread values and the spread is automatically calculated on the server as trading parameters change.
How do Brokers calculate currency pair market liquidity, volatility and volume?
How do Brokers calculate currency pair spread as liquidity, volatility and volume changes?
Are there generic rules and/or formulae Brokers use to set variable spreads?