Backtesting

[metal trader]

When I backtest the GBPUSD with an order quantity of 10,000, the test results are vastly different than with 100k, which seems odd, they should be exactly the same. The only thing I would expect to be different is that the 10k test would be ten times less money than the 100k..

[NinjaTrader_JoshP]

Compare your orders. Check the commissions. Check the settings.

[metal trader]

The orders, stops and exits are different in a lot of the cases, but why would changing the Lot size do that? and how do I know which test is more accurate? Out of curiosity, is the spread calulated into the backtest? in other words is their a spread in the test?

[NinjaTrader_JoshP]

I suggest you use SampleMACrossOver and test. Depending on your strategy changing the quantity can impact your trades. Slippage is user defined during backtesting.

[metal trader]

Ok, the sample macd crossover actually produced the expected results when I perform that same test, so Now I know this is in my strategy and not the data..

Thanks