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Spread nel backtest

Giuliano_G · 2019-10-10T08:31:23+00:00

Buongiorno a tutti, sto sviluppando un sistema su EURCHF che mediamente ha spread 2 pips. Il sistema entra limit sul minimo o il massimo di una determinata candela, uscita in target profit di x pips. Vorrei capire la logica con cui il backtest ragiona in merito allo spread, ovvero se seleziono lo spread dal probacktest oppure aggiungo lo spread nel codice all’entrata buy limit e all’uscita dallo short, quindi considerando l’ASK, non dovrei avere gli stessi risultati?

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ProOrder: Trading Automatico & Backtesting
Spread nel backtest

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10/10/2019 at 9:31 AM #109785 quote

Giuliano_G
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Buongiorno a tutti, sto sviluppando un sistema su EURCHF che mediamente ha spread 2 pips. Il sistema entra limit sul minimo o il massimo di una determinata candela, uscita in target profit di x pips.
Vorrei capire la logica con cui il backtest ragiona in merito allo spread, ovvero se seleziono lo spread dal probacktest oppure aggiungo lo spread nel codice all’entrata buy limit e all’uscita dallo short, quindi considerando l’ASK, non dovrei avere gli stessi risultati?
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Spread nel backtest

ProOrder: Trading Automatico & Backtesting

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Forum:	ProOrder: Trading Automatico & Backtesting
Language:	Italian
Started:	10/10/2019
Status:	Active
Attachments:	No files

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Spread nel backtest

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Spread nel backtest ProOrder: Trading Automatico & Backtesting

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Spread nel backtest

ProOrder: Trading Automatico & Backtesting