MT5 Spread vs tester Spread

[Anton Frederic Burmester]

Hello, 

im having a question regarding the tester and MetaTrader spread.

Is the spread which you can see on the current asset in pips and the spread in the strategy tester in points? 

Example:

MetaTrader5 Spread: 15

tester Spread at the same moment: 1.5

So do you need to divide the MT5 spread / 10 to get the right tester spread?

Thanks for answers;)

[Fernando Carreiro]

@MasterTrader3000: im having a question regarding the tester and MetaTrader spread. Is the spread which you can see on the current asset in pips and the spread in the strategy tester in points? Example: MetaTrader5 Spread: 15. tester Spread at the same moment: 1.5. So do you need to divide the MT5 spread / 10 to get the right tester spread?

Both in the Market Watch window and in the Strategy Tester, the spread is expressed in points (not pips).

[Anton Frederic Burmester]

Thanks;)

If im using the strategy tester, it shows a few years in the past spread 0 in the data window.

In the last year, it shows the right spread.

If im printing Bid and Ask in the past where the tester shows spread 0, there is a difference between Bid and Ask.

Does that mean that even back then, when the tester shows spread 0 is the spread, so the tester is testing with the right realistic spread?

Thanks for answers;)

[Fernando Carreiro]

MasterTrader3000 #: Thanks;) If im using the strategy tester, it shows a few years in the past spread 0 in the data window. In the last year, it shows the right spread. If im printing Bid and Ask in the past where the tester shows spread 0, there is a difference between Bid and Ask. Does that mean that even back then, when the tester shows spread 0 is the spread, so the tester is testing with the right realistic spread? Thanks for answers;)

The spread shown in the Data Window is not the spread of the tick quotes (ask & bid). It is the minimum spread for the entire bar. Don't confuse the two things ...

Code Base

Simple bar spread indicator as reported by the OnCalculate data

Fernando Carreiro, 2022.05.01 14:05

Very simple indicator to plot the values of the spread[] data as reported by the OnCalculate event handler.

[Anton Frederic Burmester]

Ahhhhhh, so the difference between Ask and Bid is the real spread which is also in the past realistic.

Why is the minimum spread in the past zero when the real spread is there still existing.

[Fernando Carreiro]

MasterTrader3000 #: Ahhhhhh, so the difference between Ask and Bid is the real spread which is also in the past realistic. Why is the minimum spread in the past zero when the real spread is there still existing.

You are misunderstanding it. Let us say you are looking at the M1 chart. Every bar is 1 minute in duration and during that bar you could have hundreds of ticks.

Each tick can change the Bid or the Ask price or both, so there is always a spread. The minimum of those hundreds of spreads is what is recorded and shown the the Data Window.

So if, just one tick out of the hundreds, causes Ask and Bid to be the same, then the minimum spread for that bar is zero, even if the average spread is higher.

[Anton Frederic Burmester]

Fernando Carreiro #:

You are misunderstanding it. Let us say you are looking at the M1 chart. Every bar is 1 minute in duration and during that bar you could have hundreds of ticks.

Each tick can change the Bid or the Ask price or both, so there is always a spread. The minimum of those hundreds of spreads is what is recorded and shown the the Data Window.

So if, just one tick out of the hundreds, causes Ask and Bid to be the same, then the minimum spread for that bar is zero, even if the average spread is higher.

Then in this thread.

Can't you create a custom symbol with a fixed spread and the normal ticks? Do you need to change something else? 

Does spread floating mean current spread? 

Because my Broker just starts having the right spread from 2022. 

2018 - 2022 is the spread 0 and the difference between bid and ask 0.2 points, so the testing results are unrealistic. 

Thanks;)

[Fernando Carreiro]

MasterTrader3000 #: Then in this thread. Can't you create a custom symbol with a fixed spread and the normal ticks? Do you need to change something else?  Does spread floating mean current spread? Because my Broker just starts having the right spread from 2022.  2018 - 2022 is the spread 0 and the difference between bid and ask 0.2 points, so the testing results are unrealistic. 

To create a "fixed spread" Custom Symbol, you need to feed it tick data that has a fixed spread. You can't just load normal tick data with floating spread.