Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

forex backtesting with spread

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • Fecdzo
    replied
    Originally posted by NinjaTrader_Josh View Post
    Mm. Would just setting the minimum commission as your spread amount suffice in emulating it?
    You mean if I have 2 pip spread I should set the commission to $2? Would that be equal to a spread of 2 pips?

    While testing with the sim101 account I encountered a progblem. When using the sim account what base quantity should I use for 100.000 units? That would mean 1 lot? Is it possible to use 10.000 units for example?

    On forward testing i get filled just a few time. NT shows a constant 1 for bid and 1 for ask. Is that the problem why most of my trades in sim account does not get filled? How can I compensate that?

    Leave a comment:


  • NinjaTrader_JoshP
    replied
    Mm. Would just setting the minimum commission as your spread amount suffice in emulating it?

    Leave a comment:


  • Fecdzo
    replied
    Is it possible to back test with certain spreads included? For example I would like to test a strategy using 1-3 spreads. No commission just the spread as a cost. How can I do that?

    Leave a comment:


  • NinjaTrader_JoshP
    replied
    Unfortunately to import data you need to import a single price. Please see this link: http://www.ninjatrader-support.com/H...HistoricalData

    In real-time you can access bid and ask prices easily, but for backtesting sake there is no distinction between them. You can mitigate this if it is a requirement by forward testing via Market Replay.

    Leave a comment:


  • beachbum
    started a topic forex backtesting with spread

    forex backtesting with spread

    My forex broker doesn't offer fixed spreads.

    I'd like to backtest forex strategies and have forex bid/ask tick data to import.

    Do I need to import the bid and ask data separately by creating two different instruments $EURUSD-bid, $EUDUSD-ask ?

    Also, am I right in that strategies based on the spread are then multi-instrument strategies?
    And that the strategy needs to be rewritten for use with real time data?

    thanks in advance!

Latest Posts

Collapse

Topics Statistics Last Post
Started by CarlTrading, 03-31-2026, 09:41 PM
1 response
62 views
0 likes
Last Post NinjaTrader_ChelseaB  
Started by CarlTrading, 04-01-2026, 02:41 AM
0 responses
34 views
0 likes
Last Post CarlTrading  
Started by CaptainJack, 03-31-2026, 11:44 PM
0 responses
53 views
1 like
Last Post CaptainJack  
Started by CarlTrading, 03-30-2026, 11:51 AM
0 responses
59 views
0 likes
Last Post CarlTrading  
Started by CarlTrading, 03-30-2026, 11:48 AM
0 responses
48 views
0 likes
Last Post CarlTrading  
Working...
X