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    Strategy Analyzer spread...

    ...I am back testing an automated strategy and setup the commission structure but my question is does the strategy analyzer take into account spread? I am using Gain for forex data so I'm not sure if the spread was recorded etc and being used. Also how do I tell it to go back and get more data as I cannot go past August 07 as I don't have the data but I can pull it up on a chart...(at least last I checked). Thanks!

    #2
    There is no concept of bid/ask spread in a backtest, only the OHLC of the next bar which is used to price the fills. You can use slippage parameter to simulate a spread if you wish, I know others do this.
    RayNinjaTrader Customer Service

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      #3
      Thanks Ray, that sounds like a plan

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