How to use FOREX Instruments spreads in Strategy Analyzer (Back-Testing) ?

[PrQuantumH]

Dear all,

Please guide me on how to use the Typical Forex Spread values in the Strategy Analyzer to achieve more realistic Back-Testing results.

Thank you.

[NinjaTrader_RyanS]

Hello,

Can you elaborate on what you are referring to as typical values?

[PrQuantumH]

Hi RyanS,

The “Typical” spreads for pairs noted below represent the median spread available and the “As low as” spreads represent the minimum spread available during the previous full calendar month between the first and last trading day of that month.

Product	TYPICAL	As low as
AUD/USD	1.8	1.2
EUR/GBP	1.7	1
EURAUD	1.4	1
GBP/USD	1.6	0.6
USD/CAD	2.6	1.3

So, these Typical values can be used in Back-Testing in the strategy analyzer.

Is it accurate, that I put these values as the "Minimum Commission" in the Commission Template ?

[NinjaTrader_RyanS]

Hello,
The backtest logic will use historical bid/ask/last data from the bar type you are backtesting to estimate fills. There's no way to change this logic, though you can program your strategy differently to provide more granular analysis. If you would like information on doing so, please write in to scriptingsupport[at]ninjatrader[dot]com