Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Bid-Ask spread in strategy analyzer

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

    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.

    #2
    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.

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by NullPointStrategies, Yesterday, 05:17 AM
    0 responses
    56 views
    0 likes
    Last Post NullPointStrategies  
    Started by argusthome, 03-08-2026, 10:06 AM
    0 responses
    132 views
    0 likes
    Last Post argusthome  
    Started by NabilKhattabi, 03-06-2026, 11:18 AM
    0 responses
    73 views
    0 likes
    Last Post NabilKhattabi  
    Started by Deep42, 03-06-2026, 12:28 AM
    0 responses
    45 views
    0 likes
    Last Post Deep42
    by Deep42
     
    Started by TheRealMorford, 03-05-2026, 06:15 PM
    0 responses
    49 views
    0 likes
    Last Post TheRealMorford  
    Working...
    X