forex spreads in optimizer

cChris

Junior Member

Join Date: Apr 2008

Posts: 11
#1

forex spreads in optimizer

04-23-2008, 10:30 PM

Hi!

When I optimize my strategy, does it automatically take the spread into account for stop losses or is there a specific parameter that I have to set? (I didn't turn on any comissions.)

Thanks,
Chris
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NinjaTrader_Dierk

Senior Member

Join Date: Mar 2005

Posts: 10037
#2

04-23-2008, 10:44 PM

Not sure I follow. Since there is no historical spread data available for backtesting, I would think the answer is no.
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cChris

Junior Member

Join Date: Apr 2008

Posts: 11
#3

04-23-2008, 10:53 PM

OK, so how can I take the spread into account when backtesting?
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NinjaTrader_Dierk

Senior Member

Join Date: Mar 2005

Posts: 10037
#4

04-23-2008, 10:55 PM

How about slippage? http://www.ninjatrader-support.com/H.../Slippage.html
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cChris

Junior Member

Join Date: Apr 2008

Posts: 11
#5

04-23-2008, 11:03 PM

That looks great, thanks!!
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