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Forex Spread or Slippage Wrong calculation

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    Forex Spread or Slippage Wrong calculation

    Hello !!! have any one mention in Forex back testing wrong Slippage or spread calculation, if i add 2 pips slippage all back testing become negative, is something with pip size ? or thick pip conversion ? and if possible to back test in Currency not profit/loss % ?
    my be add extra class ?

    #2
    Hello GainForex,

    You can set Mode to Currency in the Strategy Analyzer (see screenshot).

    I am not aware of any issues with the Slippage setting. Could it be it is as expected that results are negative due to slippage? Do you see different execution prices if you use slippage compared to a backtest without slippage?
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      #3
      Thank you for replay, in defaultFillType code NextOpen + SlippagePoints
      do i have to enter slippage by points or actual forex format 0.0005 ?

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        #4
        Hello GainForex,

        If you are referring to the Slippage setting in the Historical Fill Processing, this is measured in ticks.

        (The description when this is selected reads: "Slippage calculated in ticks per fill")

        A point will be a whole number. A tick will be the smallest increment size for the instrument. For the $EURUSD pair, each tick is equal to .0001 points.
        Chelsea B.NinjaTrader Customer Service

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