Backtesting and Spreads?
Backtesting and Spreads?
29 May 2024, 10:20
Hello - I'm backtesting on a market that has raw spreads (zero commission).
The docs here https://help.ctrader.com/ctrader-algo/backtesting-and-optimizing-cbots/ show an option to set spreads in Backtesting Settings, however I don't see that option in my environment (pic) for my target pair (GER40 from Pepperstone).
Then I loaded another market, and I do see the options for setting spread!
How does this work please? Is spread included for the pair I am downloading therefore the option is removed? Or something else?
Thanks.
Replies
d8172
30 May 2024, 07:27
RE: Backtesting and Spreads?
PanagiotisCharalampous said:
Hi there,
Spread is only available when you use bar data for backtesting. When you use tick data, the spread information is included in the data.
Best regards,
Panagiotis
Thanks - yeah I figured it out. Super useful!
@d8172
PanagiotisCharalampous
30 May 2024, 06:21
Hi there,
Spread is only available when you use bar data for backtesting. When you use tick data, the spread information is included in the data.
Best regards,
Panagiotis
@PanagiotisCharalampous