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Does back test use the spread of the market?

xbldevbb · 2022-08-01T12:40:14+00:00

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?

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ProOrder: Automated Strategies & Backtesting
Does back test use the spread of the market?

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

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?

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

robertogozzi
Moderator

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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
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Topic Details

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

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Does back test use the spread of the market?

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Does back test use the spread of the market? ProOrder: Automated Strategies & Backtesting

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Does back test use the spread of the market?

ProOrder: Automated Strategies & Backtesting