Whats wrong with the built-in Symbol.Spread?
Whats wrong with the built-in Symbol.Spread?
11 Dec 2021, 13:43
You would think that once you want to know the spread at any given time/ per tick, you'd simply do Symbol.Spread as per the API-wiki:
However, once you try to print the spread per tick, you don't exactly get what you want:
The spread never changes! :( Is this intended?
Replies
caglar_G
13 Dec 2021, 10:37
RE:
amusleh said:
Hi,
The Symbol.Spread does change based on live difference between symbol bid and ask price levels.
Are you using Symbol.Spread on back tester? if you are back testing and you want to use Symbol.Spread then you must use tick data for your back test not bars data.
I see! That makes sense and yes, this was during a backtest without real tick data
@caglar_G
amusleh
13 Dec 2021, 09:35
Hi,
The Symbol.Spread does change based on live difference between symbol bid and ask price levels.
Are you using Symbol.Spread on back tester? if you are back testing and you want to use Symbol.Spread then you must use tick data for your back test not bars data.
@amusleh