Strategy analizer and trade perfomance INCLUDE spread?

[samir]

Hi, good day. I have question from order execution in Strategy Analizer.

Strategy analizer, in the "Trade Performance" (or "trades") include SPREAD per trade? (ask, bid)? (Provided historical broker data)?

(For example Sample Ma Cross Over)

Thanks and regards.

[NinjaTrader_Jim]

Hello Samir,

Thanks for your question.

The OHLC points of the data series that the order is submitted to will be used to fill the order. Bid/Ask data is not used in historical fills.

Understanding historical fill processing - https://ninjatrader.com/support/help...ical_fill_.htm

Differences between historical and realtime order fills - https://ninjatrader.com/support/help...ime_vs_bac.htm

Let us know if you have any additional questions.

[samir]

Thanks NInjatrader Jim.