Forums ProRealTime English forum ProOrder support Not setting a spread on a backtest. Reply To: Not setting a spread on a backtest.

#89561

Easiest way if ur unable to add spread/cost into your backtest then you can basicly just take your amount of trades (correct me if im wrong here anyone) and mulitply them with the average spread, then multiply that with 2.

100 trades * 1 pip (average spread) = 100 pips * 2 (1 for entry and 1 for exit) => 200 pips cost for doing 100 trades

Note that for example IG have different average spread depending on the time of the day.

Guessing this method is not the most accurate one because the spread does ultimately change your target and stop loss, depending on how youve coded ur system.

if ur using PRT just put the spread in.