No Trades when Spread > 'Normal'?

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  • 03/22/2020 at 1:07 PM #122898 quote
    AutoStrategist
    Participant
    Veteran

    Have done as you suggested

    GraHal thanked this post
    03/24/2020 at 11:33 AM #123120 quote
    AutoStrategist
    Participant
    Veteran

    Here is the response which appears to have completely missed the point I was making 🙁

    Thank you for your suggestions.
    The backtest tool is designed to be broker-independent; therefore the commissions option can only be set to fixed commission for futures or fixed spread and not be customized.

    I transferred your message to our development department for future consideration.
    Best Regards,

    Ulrike
    03/24/2020 at 1:26 PM #123136 quote
    GraHal
    Participant
    Master

    I’m sure I have, in the past, put the same suggestion as you put in.

    I guess if a few of us kept sending in the same suggestion every few weeks then a light may come on in the mind of somebody who can make decisions?

    It wouldn’t even be a difficult improvement to implement and would make us all think PRT is great!!

    If PRT provided 3 boxes for spreads together with corresponding time periods then the definition Ulrike puts on the backtest tool (above post) would not be compromised as it can still exist as 1 box for 24 hour entry … at the option of the User.

    Least you got a Reply! 🙂

    03/24/2020 at 2:48 PM #123143 quote
    deletedaccount100622
    Participant
    New

    Hi

    I am pretty sure that we can’t do this, but could we use levels in the Vix future to determine spreads/have a kill switch on a system?

    Thanks

    Ruark

    AutoStrategist thanked this post
    03/24/2020 at 6:46 PM #123187 quote
    AutoStrategist
    Participant
    Veteran

    Yes I remember it was well supported in the suggestions forum, looking at a PRT chart it shows the Sell price and the Buy price, spread is simply the difference between the two, not like they have to get extra information from the broker they have the information how hard can it be to make it available for us?

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No Trades when Spread > 'Normal'?


ProOrder: Automated Strategies & Backtesting

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GraHal @investment_account Participant
Summary

This topic contains 49 replies,
has 12 voices, and was last updated by AutoStrategist
5 years, 10 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/17/2020
Status: Active
Attachments: 7 files
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