Algo stopped Position closed

• 09/27/2025 at 7:56 PM #251896
  JS

  So, when you open a long position, half the spread is charged…?

  When I open a long position, I am always immediately in the negative for the entire spread…

  

  JS

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  09/27/2025 at 10:32 PM #251897
  XORANDNOT

  No. When you open any position, you always pay all of the spread, in the end, or at the beginning, it does not matter. But when you simulate it in a code, you use the average price, which is the middle between bid and ask. And therefore, in a code, you pay one half of the spread first and the other half later at the end of the position. But the outcome is the same.

  

  XORANDNOT

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  09/28/2025 at 2:54 AM #251898
  JS

  No, in live you always pay the full spread at the start of the trade, never at the end…(it does matter)

  You also don’t simulate anything in code, it is just the way the backtest module works/is set…

  So, in live the full spread is charged immediately at the entry, while in the backtest module half of the spread is applied at the opening of a position and the other half at the closing…

  

  JS

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  09/29/2025 at 12:01 AM #251904
  phoentzs

  It’s Monday and I still don’t see any changes… the H4 candles are still wrong and the day is still closing at the wrong hour.

  

  phoentzs

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  09/29/2025 at 12:19 AM #251905
  XORANDNOT

  JS wrote:

  No, in live you always pay the full spread at the start of the trade, never at the end…(it does matter)

  You also don’t simulate anything in code, it is just the way the backtest module works/is set…

  So, in live the full spread is charged immediately at the entry, while in the backtest module half of the spread is applied at the opening of a position and the other half at the closing…

  Not true. Here is the proof that you do not pay the full spread at the start of a trade :

  You open a long position in DAX at 9:30 in the morning, when the spread is 1,4. Average price shown in the chart is 24000, so you pay 24000,7 to open the long position.

  Assume you close this position at 17:00 when the spread is still 1,4. Average price is still 24000. You get 23999,3 for this sale. You paid 1,4 as total spread.

  Now assume you close this position at 18:00, when the spread is 2,8. Average price is 24000. You get then 23998,6 for this sale. And you paid 2,1 as the total spread.

  So you pay one part of the spread at the beginning of a position and another part when you close the position.

  

  XORANDNOT

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  09/29/2025 at 1:02 AM #251906
  Snålänningen

  I also have issues where my backtests on DOW and US500 isnt matching at all what they were, before these issues. Anyone else?

  

  Snålänningen

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  09/29/2025 at 8:42 AM #251915
  jebus89

  So its still not fixed? this is unacceptable. I think i should switch to IB now honestly. Every day im not trading is risking missing out on a huge day…

  

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  09/29/2025 at 9:15 AM #251916
  phoentzs

  Everything seems to be fine on IG’s own platform. In my opinion, the problem lies with PRT.

  

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  09/29/2025 at 9:50 AM #251917
  JS

  @XORANDNOT

  When is the IG “spread fee” paid?

  First, let’s separate concepts: the spread is the market difference between bid and ask; a fee is a separate broker charge…

  For example, IB does not charge a separate “spread fee” (you pay commission), while IG typically charges no commission and monetizes via the embedded spread…

  • Live with IG: you “pay” the spread fee immediately at entry…

  • You buy at the ask, your position is marked to the bid, so your P&L starts down by one spread…

  • When you close, there is no additional separate “spread fee”; you’re simply trading on the other side of the quote (ask vs bid)…

  • The spread impact is a snapshot at entry, which is why your account shows you immediately down by one spread…

  • Backtesting in PRT: if you enable the spread setting, PRT splits that cost: half at entry and half at exit…

  • The total remains the same (e.g., 0.7 + 0.7 = 1.4 points), but the timing differs from live, which can lead to differences between backtest and live results…

  

  JS

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  09/29/2025 at 10:03 AM #251918
  XORANDNOT

  Because you cannot know what the spread will be when you close the position, you pay half of the spread at this time then. Ok ?

  When you close a position in DAX during the night, you pay 2.5 points, which is half of 5 – which is the spread over night.

   

  When you trade the DAX future at IB, you also have a spread, which is the difference between bid and ask at the futures market. But IB makes no earnings out of the spread, that’s why they charge a commission.

  

  XORANDNOT

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  09/29/2025 at 10:09 AM #251919
  XORANDNOT

  Or, let’s put it like this :

  Bid price of DAX, depending on the time of the day, when the average price is 24000 :

  9:00 – 17:30 Bid = 23999.3

  8:00 – 9:00 and 17:30 – 22:00 Bid = 23998.6

  22:00 – 8:00 Bid = 23997.5

  So, when you close a long position, it depends on the time of day what spread you pay to IG then, because they vary the spread over time.

  The same holds for the ask price you pay when you open a long position. In the night, it is more expensive.

  

  XORANDNOT

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  09/29/2025 at 10:12 AM #251920
  XORANDNOT

  In a normal backtest, the spread is always fixed at the value you enter, and does not vary over time. Therefore, the backtest is incorrect in this respect.

  

  XORANDNOT

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  09/29/2025 at 10:21 AM #251921
  JS

  You’re missing the point here: of course you always buy at the ask and always sell at the bid, whatever those may be at that moment…

  This is about IG’s spread fee…

  Can you answer this question: when is the IG spread fee paid—do you pay it at the opening or at the closing, or is it split between the opening and the closing of a position?

  When is the IG spread fee paid?

  

  JS

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  09/29/2025 at 10:32 AM #251922
  XORANDNOT

  One part of the IG “spread fee” is paid, when you open a position. It is half of the spread IG charges at the time.

  And the other part of the “spread fee” is paid at the closing of the position. Again, half of the spread IG charges then.

   

  In case they should rise the spread enormously during turbulent market conditions, while you have a position open, you pay much more to them when you close this position.

  

  XORANDNOT

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  09/29/2025 at 10:44 AM #251923
  JS

  No, the IG spread fee is paid by the opening of the position…

  • Live with IG: you “pay” the spread fee immediately at entry…

  • You buy at the ask, your position is marked to the bid, so your P&L starts down by one spread…

  • When you close, there is no additional separate “spread fee”; you’re simply trading on the other side of the quote (ask vs bid)…

  Ask IG this question: when do i pay the IG spread fee?

  

  JS

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