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Backtesting & Spreads:

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    Backtesting & Spreads:

    Backtesting & Spreads:

    If Ninja dos not support options trading (spread). How could i calculate my backtest results correctly? i have a couple of strategies in range 4, generating 70% per month (backtest) performing in the lowest time of the market. but it is useless in the real life. and is not because "slippage". it is the spread: Two ticks lost, for each one operation, into 30 operations per day its a lot of money.
    I am Wrong? Some advices? sorry for my bad english.

    #2
    Hello GAVETSO,
    Unfortunately NinjaTrader does not holds the bid ask data natively. You can add a bid/ask series using the Add() methods however you may witness data synchronization scenarios.
    JoydeepNinjaTrader Customer Service

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