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Duda sobre spreads en proorder

Tato81 · 2020-06-06T13:03:36+00:00

Soy nuevo en esto, recién llevo una semana jugueteando con prorealtime, y he estado programando algunos sistemas. Los he puesto a prueba en el proorder y funcionan sin problemas, pero me ha surgido una duda. En ProOrder, al ejecutarse las ordenes de los sistemas automaticos, se ejecutan tomando en cuenta el deslizamiento incial generado por el spread? Agradeceria su respuesta.

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ProOrder: Trading Automático y Backtesting
Duda sobre spreads en proorder

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06/06/2020 at 2:03 PM #134862 quote

Tato81
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New

Soy nuevo en esto, recién llevo una semana jugueteando con prorealtime, y he estado programando algunos sistemas.

Los he puesto a prueba en el proorder y funcionan sin problemas, pero me ha surgido una duda.

En ProOrder, al ejecutarse las ordenes de los sistemas automaticos, se ejecutan tomando en cuenta el deslizamiento incial generado por el spread?

Agradeceria su respuesta.

09/26/2020 at 11:13 AM #145450 quote

robertogozzi
Moderator

Legend

El backtest tiene en cuenta el spread que ha indicado. No tiene en cuenta el deslizamiento porque esto solo ocurre en el comercio real.
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Duda sobre spreads en proorder

ProOrder: Trading Automático y Backtesting

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Topic Details

Forum:	ProOrder: Trading Automático y Backtesting
Language:	Spanish
Started:	06/06/2020
Status:	Active
Attachments:	No files

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Duda sobre spreads en proorder

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Duda sobre spreads en proorder ProOrder: Trading Automático y Backtesting

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Duda sobre spreads en proorder

ProOrder: Trading Automático y Backtesting