NT has some nice backfill algorithms in an attempt to best replicate real-life expectations, but as far as I can tell you left out this more obvious one.
Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Bid-Ask spread in strategy analyzer
Collapse
X
-
Bid-Ask spread in strategy analyzer
For historical back tests using price data, should I subtract 1 tick per trade from my final results, or does the algorithm already subtract the bid-ask spread?
NT has some nice backfill algorithms in an attempt to best replicate real-life expectations, but as far as I can tell you left out this more obvious one.Tags: None
-
Hello YD777,
Thank you for your post.
Backtesting is performed on historical data and does not consider the difference between both bid and ask. You can factor in Slippage to assist in the concept of bid versus ask. However, the historical data is only the last, bid, or ask data.
Please let me know if you have any questions.
Latest Posts
Collapse
| Topics | Statistics | Last Post | ||
|---|---|---|---|---|
|
Started by Mindset, 04-21-2026, 06:46 AM
|
0 responses
88 views
0 likes
|
Last Post
by Mindset
04-21-2026, 06:46 AM
|
||
|
Started by M4ndoo, 04-20-2026, 05:21 PM
|
0 responses
135 views
0 likes
|
Last Post
by M4ndoo
04-20-2026, 05:21 PM
|
||
|
Started by M4ndoo, 04-19-2026, 05:54 PM
|
0 responses
68 views
0 likes
|
Last Post
by M4ndoo
04-19-2026, 05:54 PM
|
||
|
Started by cmoran13, 04-16-2026, 01:02 PM
|
0 responses
119 views
0 likes
|
Last Post
by cmoran13
04-16-2026, 01:02 PM
|
||
|
Started by PaulMohn, 04-10-2026, 11:11 AM
|
0 responses
69 views
0 likes
|
Last Post
by PaulMohn
04-10-2026, 11:11 AM
|

Comment