Spread of 20 in open price backtests

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Jean Francois Le Bas
1219
Jean Francois Le Bas  

Hi

When I perform an open price backtest, i got a difference between the ask and bid of 20 points, even if i set the spread to a fixed smaller value in the settings.

this is disconcerting, as you would expect to have the set spread and not a big unmodifyable spread

is there a work around that ?

thanks

Jeff

Keith Watford
Moderator
23375
Keith Watford  
Why do you believe that the difference between ask and bid is 20 points?
Jean Francois Le Bas
1219
Jean Francois Le Bas  
Keith Watford:
Why do you believe that the difference between ask and bid is 20 points?

because I printed the difference to see in the EA.

and it's constant 20*Point()
Jean Francois Le Bas
1219
Jean Francois Le Bas  
Jean Francois Le Bas:

because I printed the difference to see in the EA.

and it's constant 20*Point()

nobody knows? The broker is Roboforex

WindmillMQL
164
WindmillMQL  
Jean Francois Le Bas:

Hi

When I perform an open price backtest, i got a difference between the ask and bid of 20 points, even if i set the spread to a fixed smaller value in the settings.

this is disconcerting, as you would expect to have the set spread and not a big unmodifyable spread

is there a work around that ?

thanks

Jeff

The bid/ask spread in the market is not defined by you, but by the market. You can't influence that.

William Roeder
21808
William Roeder  
WindmillMQL: The bid/ask spread in the market is not defined by you, but by the market. You can't influence that.

Except in the tester, which OP stated.

WindmillMQL
164
WindmillMQL  
William Roeder:

Except in the tester, which OP stated.

Oops, my bad. I thought that the bid/ask spread came from the tick data from the broker, also during backtests. I haven't experimented with fixed bid/ask spreads.
Jean Francois Le Bas
1219
Jean Francois Le Bas  
WindmillMQL:
Oops, my bad. I thought that the bid/ask spread came from the tick data from the broker, also during backtests. I haven't experimented with fixed bid/ask spreads.

yes it does, when it's set to "floating" but you can also set it to fixed value

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