Does back test use the spread of the market?

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    xbldevbb
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    Hi all

    I just realized that the backtest doesn’t take into account of the spread of the account of the market?

    It seems that when it’s backtesting, it’s only testing the strategy as if there’s no spread. Without spread it would take any amount of change in the right direction to make profit, but with spread it’s actually much harder.

    As far as I’m concerned, if the backtesing can’t use spread as part of the equation then there’s no point in using it at all, it would just give false hope.

    How can I do backtesting with spread?

    #198284 quote
    robertogozzi
    Moderator
    Master

    You need to set the spread in the backtest panel, below the Capital.

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Does back test use the spread of the market?


ProOrder: Automated Strategies & Backtesting

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This topic contains 1 reply,
has 2 voices, and was last updated by robertogozzi
3 years, 6 months ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 08/01/2022
Status: Active
Attachments: No files
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