Tick data backtesting - spreads showing with metals but not with currencies.

Created at 24 Oct 2024, 18:32
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scotpip

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Joined 24.07.2018

Tick data backtesting - spreads showing with metals but not with currencies.
24 Oct 2024, 18:32

I'm seeing something unexpected running backtests using “Tick data from Server (accurate)”.

Everything is working fine for metals - in the OnTick() event handler I'm seeing what appear to be the correct spreads using Symbol.Spread.

But when I switch to currencies, Bid and Ask are always the same. I've tried:

  • Symbol.Spread
  • Symbol.Bid & Symbol.Ask
  • MarketData.GetTicks().LastTick.Bid & MarketData.GetTicks().LastTick.Ask

I've also tried setting the bar as 1 Tick and 1 Minute.

In every case, Bid == Ask for both majors and crosses.

Can anyone explain what's happening here?

 

 

@scotpip
Replies

PanagiotisCharalampous
25 Oct 2024, 05:24

Hi there,

Your description is too vague. Please provide information (cBot code, backtesting parameters, broker) on how we can see what you are looking at.

Best regards,

Panagiotis

@PanagiotisCharalampous

scotpip
29 Oct 2024, 15:43

RE: Tick data backtesting - spreads showing with metals but not with currencies.

I've done some more detailed testing - turns out that the issue is with a small number of pairs on I C Markets. 

I'll contact their technical support directly, and post again if I can't get a resolution.

@scotpip
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