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forex spreads in optimizer

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    forex spreads in optimizer

    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

    #2
    Not sure I follow. Since there is no historical spread data available for backtesting, I would think the answer is no.

    Comment


      #3
      OK, so how can I take the spread into account when backtesting?

      Comment


        #4
        How about slippage? http://www.ninjatrader-support.com/H.../Slippage.html

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          #5
          That looks great, thanks!!

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