Accuracy of backtesting
Created at 18 Jun 2015, 07:12
Accuracy of backtesting
18 Jun 2015, 07:12
Can someone tell me if the backtest results take into account the spread of FX and index cfds? When I backtest index cfds especially, the results seem to be overly optimistic. The spreads on DAX cfds range from 1 to 8 points throughout the day so does the backtester consider this?
Thanks,
Simon
Simon130
18 Jun 2015, 08:02
I've figured it out now. There's that cog for backtest settings where you can manually change spreads and commissions :-)
@Simon130