Problem with slippage/spread

[dedomraz]

Hello actually im thinking about 1 filosophical question


1. I m backtesting xyz strategy with 40 ticks/pips SL and 80ticks/pips. It seems be very profitable system but i dont set spread.

SO
2. Because in NT cant set up spread, i set slippage 3 ticks/pips
When I m backtesting xyz strategy with 40 ticks/pips SL and 80ticks/pips AND WITH 3 pips SLIPPAGE , performance is strange.

3.BUT when i set 43 ticks/pips SL and 83 ticks/pips PT strategy performance is little bit worse than 1. example but MUCH better then 2. example

Is my spread calculation logic? Btw Sorry for my stupid question??


Thanks

[NinjaTrader_Jason]

Hello dedomraz,

I am not sure if I follow. Could you please clarify your inquiry.

I suggest to check the information at the link below under 'Historical Fill Processing'.

http://www.ninjatrader-support.com/HelpGuideV6/BacktestAStrategy.html