• Get access

Running Tester with Custom Spread Setting??

To add comments, please log in or register
Pilot65
670
Pilot65  
Hi,
I have several very good scalping systems, but not surprizingly they're only good when spread is (very) low.
I'd like to optimize / adjust these under 'adverse' spread conditions in the hope that they will then work well,
and work even better when spread is lower than when optimized.

The way I've done this up until now is to disconnect the terminal at the 'right' moment when spread is high, and
then do the tests. Obviously not using MarketInfo in the code.
Disconnecting the terminal in this way is very much a 'hit & miss' sort of thing, and I'd like to have better control.

So is there a better way? 

I've been thinking of adding offsets to Bid and/or Ask as a way to simulate high spread
but I'm not sure if this is a viable option... any views on this ?

And how do this sperad thing work anyhow... Is it only Ask that moves with spread or are both Bid and Ask moved by spread ?

Are both Buy and Sell equally affected by the spread?

And I assume one pays current momentary spread both when opening and when closing the order?
bernd
989
bernd  
the spread is stored somewhere in symbols.sel in the history folder.

You can backup a few of these files and use them in a disconnected installation of metatrader. The easiest way to disconnect it permanently is to set the proxy settings to a non-existent proxy server.

I have also seen somewhere on this forum some code to create a custom symbols.sel file with arbitrary spreads.
William Roeder
20378
William Roeder  
You pay the spread opening a buy order.
You pay the spread closing a sell order.
cloudbreaker
1574
cloudbreaker  
I wrote some code which allows you to set a custom spread for the majors.
I've also documented some of the previously undocumented structure of the symbols.sel file.
It is a piece of code with limitations - really a platform upon which to understand what's going on and develop your own tailor made solution.
For this reason I hesitate to provide it publicly, as it is bound to be criticised by one or two in the forum who mistakenly believe that every EA must be able to "Boil The Ocean".

CB
fai
67
fai  

This tool overwrites symbols.sel.
If you can offline-backtest,this maybe useful.
Please do not ask how to use...

Files:
Philippe
201
Philippe  
fai:

This tool overwrites symbols.sel.
If you can offline-backtest,this maybe useful.
Please do not ask how to use...


Gread Tools...Thanks Fai !

For those who miss this topic... and wonder why backtest is a crazy job during week end...

other question :

who analyse the spread to avoid BUY with too big spread and avoid closing SELL for the same reason ?

Do I need to wait for a raisonnable spread before closing sell ?

Thanks

guy
24
guy  
Matutin:


Gread Tools...Thanks Fai !

For those who miss this topic... and wonder why backtest is a crazy job during week end...

other question :

who analyse the spread to avoid BUY with too big spread and avoid closing SELL for the same reason ?

Do I need to wait for a raisonnable spread before closing sell ?

Thanks


Hewy therew Fai. i have sucessfully used your tull, up until now. for some reason it dosn´t work anymorew, and all over again i cannot optimize my system because of thwe spread problem. could you sugst a solution? thanks alot
Elroch
143
Elroch  
guy_ml:

Hewy therew Fai. i have sucessfully used your tull, up until now. for some reason it dosn´t work anymorew, and all over again i cannot optimize my system because of thwe spread problem. could you sugst a solution? thanks alot
It didn't work for me when I tried it for the first time today. But then I made sure I first disconnected metatrader (by using an invalid login), then shut it down, ran the tool to modify symbols.sel, and then restarted metatrader in offline mode. After this backtests ran with the spreads I had set.
Arshed Qureshi
158
Arshed Qureshi  

Hello fai

Thank you for such a good tool, The only problem i am facing it changes the "MODE_MINLOT" too.

I am using Alpari-Demo and the minimum volume lot is 0.01 after applying your "SpreadChanger" it changes Spread as you like (its fine). But it changes "MODE_MINLOT" to 0.10 too, which is not required.

do you, or anyone have solution of this problem ?

Thanks

Ubzen
5299
Ubzen  
arshadfx:do you, or anyone have solution of this problem ?

Simple Solution: Add more money to the back-tester deposit.

Hard Solution: Search online for format of the symbols.sel. Create a script to edit the Min-Lot as well.

Arshed Qureshi
158
Arshed Qureshi  

Dear Ubzen

Thanks for reply & solution, I do test with more money but somehow i need Micro-Lot 0.01, I am searching on net to understand the format of "symbols.sel" anyway thanks for your help

To add comments, please log in or register