Fxcm's market replay

[BernWillChris]

Hi,

As we all know, getting very accurate back-testing results are paramount. I have a scalping strategy that I have been testing that might be doing very well if the spread wasn't so huge, 2.7+ pips sometimes. FXCM spread is around 1.1 when including commissions for E/U. Is there anyway I can get data to match correct spreads? If not, any tips I can use to improve accuracy?

[NinjaTrader_PatrickH]

Hello BernWillChris,

Thank you for your post.

You can record the market data as market replay data and thus replay the spreads you were seeing in real-time.

To do so please go to Tools > Options > Data > enable 'Record for market replay' under Real-time data.
This will record any real-time data viewed (NOT historical) in NinjaTrader.