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Strategy Tester - Spread. Optimization results useless without spread?

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John Sellmann
2759
John Sellmann 2013.07.25 08:23 

Hello.

 Is it possible to use spreads during optimization/backtesting? 

 I can see that the spreads are loaded in historical data when watching the visualization but the strategy tester doesnt consider the spread. 

Simon Gniadkowski
Moderator
18002
Simon Gniadkowski 2013.07.25 09:07  
Amion:

Hello.

 Is it possible to use spreads during optimization/backtesting? 

 I can see that the spreads are loaded in historical data when watching the visualization but the strategy tester doesnt consider the spread. 

How do you know this ?  where does it get it's Bid and Ask prices from ?
John Sellmann
2759
John Sellmann 2013.07.25 10:09  

Is mt5 using a spread of 0 for backtests or not? simple question

Simon Gniadkowski
Moderator
18002
Simon Gniadkowski 2013.07.25 10:37  
Amion:

Is mt5 using a spread of 0 for backtests or not? simple question

No,  it uses the Bid and Ask from the M1 data.
Dua Yong Rew
5436
Dua Yong Rew 2013.07.25 17:40  
and there is also random spread and delay too right?
John Sellmann
2759
John Sellmann 2013.07.25 18:05  

to make it clear... we are talking about backtesting on metaquotes demo server right?

 so does mt5 use bid and ask from m1 also when im connected to my broker? 

Alain Verleyen
Moderator
31085
Alain Verleyen 2013.07.25 18:07  
doshur:
and there is also random spread and delay too right?
Random delay only. I am not aware of any settings about spread.
Simon Gniadkowski
Moderator
18002
Simon Gniadkowski 2013.07.25 18:14  
Amion:

to make it clear... we are talking about backtesting on metaquotes demo server right?

 so does mt5 use bid and ask from m1 also when im connected to my broker? 

Yes,  of course,  where else would it come from ?
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