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Bid/Asked or Last used?

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    Bid/Asked or Last used?

    Hi-

    When the bid/ask prices are available, are these used in calculation of historical market trades, or is "last" used +/- whatever slippage has been specified in the backtest?

    Furthermore, is bid/ask used for market trades when live bid/ask data is available and running in simulation mode?

    #2
    Hi cgeorgan, yes correct the last + - slippage would be used here - bid / ask could be used if your strategy is specifically coded to take advantage of those add()ed series to execute to them.

    You execute against the live bid / ask on the simulator then with your strategy.

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