Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Bid/Asked or Last used?

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

    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.

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by charlesugo_1, 05-26-2026, 05:03 PM
    0 responses
    65 views
    0 likes
    Last Post charlesugo_1  
    Started by DannyP96, 05-18-2026, 02:38 PM
    1 response
    149 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by CarlTrading, 05-11-2026, 05:56 AM
    0 responses
    162 views
    0 likes
    Last Post CarlTrading  
    Started by CarlTrading, 05-10-2026, 08:12 PM
    0 responses
    99 views
    0 likes
    Last Post CarlTrading  
    Started by Hwop38, 05-04-2026, 07:02 PM
    0 responses
    286 views
    0 likes
    Last Post Hwop38
    by Hwop38
     
    Working...
    X