Bid and Ask in backtest

chinaski 2017.02.22 16:02 #11

Fernando Carreiro:
In MT4 MqlRates ALWAYS has a spread of 0, only MqlTick has a valid spread. Only in MT5 can MqlRates have a valid spread (assuming the MqlRates data was properly collected).

Sorry, for not noticing that at the very beginning, because you did in fact mention MqlRates in your initial post, but since I was assuming that it was on MT5 I did not immediately remember that fact.

Okay, summary: No spread for MqlRates (backtest or live ?). Thank you

Fernando Carreiro 2017.02.22 16:05 #12

chinaski: Okay, summary: No spread for MqlRates (backtest or live ?). Thank you

Both! MT4 does not store spread information!

chinaski 2017.02.22 16:09 #13

Fernando Carreiro:
Both! MT4 does not store spread information!

That's definite, thank you.

Bid and Ask in backtest - page 2