PROBLEM WITH SPREAD ALPARI BACKTEST

[[Deleted]]

spread at 27 PIPS

LOOK FILE WITH PHOTO

[Ubzen]

This question comes up a million times especially over the weekends. The broker increases spreads over the weekend and the back-tester tests with whatever spread the broker have at the time of testing or last know spread.

You can try using the search function on the top of the page for possible fixes. 

[[Deleted]]

ubzen:

Cette question revient un million de fois en particulier le week-end. Les augmentations courtier se propage sur le week-end et les tests de back-tester avec ce que la propagation du courtier ont au moment de l'essai ou le dernier sais propagation.

Vous pouvez essayer d'utiliser la fonction de recherche sur le haut de la page pour les solutions possibles.

THANKS; I WILL PROBE TO DOWNLOAD AGAIN MONDAY

[lbranjord]

ubzen:

This question comes up a million times especially over the weekends. The broker increases spreads over the weekend and the back-tester tests with whatever spread the broker have at the time of testing or last know spread.

You can try using the search function on the top of the page for possible fixes.

Great to know! I was wondering how the strategy tester calculated the spread.

[[Deleted]]

LBranjord:

Great to know! I was wondering how the strategy tester calculated the spread.

Spread, swap rates, tick value...things you would ordinarily access via the MarketInfo() function in forward or live-testing are fixed during backtesting to the values most recently reported by the broker's server.

When you backtest over data from 2007 or 2008 your strategy tester is using the most recent swap rates (hardly representative of swap rates in 2007), the most recent spreads (a problem clearly), and perhaps even more insidious for some is that the tickvalue is based on the most recent broker price instead of the momentary price in backtester.

(the tickvalue issue is not a problem when the account's currency is the counter-currency of the currency pair, USD account trading the EURUSD for example, but it is an issue when the account currency is the base currency of the currency pair as in the USDJPY)