Bid Ask Last Backtesting Accuracy re Spreads

[Aussiemike]

Hi,

I've been running some backtesting on my strategies using Last data from Kinetick.

I'm wondering about accuracy re spreads. So i expect i'm not taking these into account as the last Sale could have been a Bid or an Ask tick.

In order to get the Accuracy should i be looking at using Bid and Ask data series?

I'm confident i can code this Bid/Ask, but my machine is struggling already with what i put it through on backtests. Looking for thoughts on

Perhaps i should just calculate spread * Units and subtract a total Spread cost?

Interested in hearing peoples thoughts experience on taking spreads into account.

Thanks

[NinjaTrader_Joydeep]

Hello Aussiemike,
Yes, you can add the bid / ask series for more accuracy, though you may also want to check in for any data synchronization scenario.

I will however leave the thread open for forum members who can share there experiences.