Does back test use the spread of the market?

xbldevbb · Mon, 01 Aug 2022 12:40:14 +0000

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?

This topic has 1 reply, 2 voices, and was last updated 1 year ago by robertogozzi.

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08/01/2022 at 1:40 PM #198282

xbldevbb

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?

xbldevbb
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08/01/2022 at 1:45 PM #198284

robertogozzi

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

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xbldevbb

robertogozzi
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Does back test use the spread of the market?

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