spread included
spread is constant and cannot be changed during backtesting
I know, but,
first, the spread is included in historical data. (is not good for BT)
second, a other spread is calculate in backtesting ( in property symbol), and is'nt possible to change this.
ss
first, the spread is included in historical data. (is not good for BT)
second, a other spread is calculate in backtesting ( in property symbol), and is'nt possible to change this.
ss
the spread is included in historical data
Are you sure about that?
yes!
Just verify when a new bar is created whit the last transaction price, the bid and the ask is draw on our chart.
All high price is the max high transaction + spread = max high ask
All low price is the min low transaction - spread = min low bid
I verified with of other software and data and with MT there always is 3PIP of more on the high and 1 pip of less on the low in average on the GBPUSD.
Note: the indcators are therefore all influence by the spread also
sorry my english is bad
Just verify when a new bar is created whit the last transaction price, the bid and the ask is draw on our chart.
All high price is the max high transaction + spread = max high ask
All low price is the min low transaction - spread = min low bid
I verified with of other software and data and with MT there always is 3PIP of more on the high and 1 pip of less on the low in average on the GBPUSD.
Note: the indcators are therefore all influence by the spread also
sorry my english is bad
Are you using MT3?
Yes, but MT4 have the same problem, in my last check with the bad data of Metatrader démo.
But I cannot verify MT4 actually because my broker not uses it again.
But in MT4 this problem is real : "spread is calculate in backtesting ( in property symbol), and is'nt possible to change this."
But I cannot verify MT4 actually because my broker not uses it again.
But in MT4 this problem is real : "spread is calculate in backtesting ( in property symbol), and is'nt possible to change this."
spread is not included into historical data! we've publish hst format of the MT3 (see mt3 client api). mt4 hst format differs from mt3 in volume data type only.
spread is not included into historical data! we've publish hst format of the MT3 (see mt3 client api). mt4 hst format differs from mt3 in volume data type only.
ok thank's, I am confused, I have update MT4 and verified. It's ok but, how to change the spread for backtesting in property symbol ?
For GBPUSD is 4 and my broker is 3pip
For EURUSD is 0 ??? and my broker is 2pip
And it is possible to change the stop level also ?
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Hello,
While verifying several software I have to notice that meta included the spread in are historic, but that influences all the indicators and the backtests.
Would it be possible that it will be otherwise?
and that an option be available to deduct the spread in backtest ?
Thanks
ss