1 minute bars for backtests using minimum spread of the bar, please change it to average spread (between min and max)

[Tom Nahme]

Hi,

The spread used for 1 minute OHLC backtesting is always the minimum spread of the bar which is too optimistic. Please change it to average spread of the bar (between min and max)

Thanks

[Fernando Carreiro]

Tom Nahme: Hi, The spread used for 1 minute OHLC backtesting is always the minimum spread of the bar which is too optimistic. Please change it to average spread of the bar (between min and max) Thanks

Accept that It will not change. That is my own conviction.

It has been like that for many years. MetaQuotes will not change it now as it will affect the backwards compatibility for existing broker installations as well as existing user code.

If you want to know the average spread, than create your own support functionality to process the available tick data and obtain the average, deviation, or whatever other statistics you want to collect about the spread. That is what I do in my own code.

EDIT: If I am not mistaken there are some publications in the CodeBase that carry out statistical analysis on the tick data spread. Please run a search.

[Alain Verleyen]

Tom Nahme:

Hi,

The spread used for 1 minute OHLC backtesting is always the minimum spread of the bar which is too optimistic. Please change it to average spread of the bar (between min and max)

Thanks

If your backtests results depend of the spread, you should probably not use 1 Minute OHLC.

Some people would request the average, some others the minimum or the maximum or whatever... As Fernando said, the historical spread will not change. Deal with it.

An other way is through Custom Symbol, where you can set the spread as you want.