MT5 Spread vs tester Spread

 
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;)



 
@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).
 
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;)

 
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.
 
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.
 
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.

 
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;)


Creating and testing custom symbols in MetaTrader 5
Creating and testing custom symbols in MetaTrader 5
  • www.mql5.com
Creating custom symbols pushes the boundaries in the development of trading systems and financial market analysis. Now traders are able to plot charts and test trading strategies on an unlimited number of financial instruments.
 
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.