How to change commission and spread during the backtest?

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by k_ivan. 04/20/26 15:57

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How to change commission and spread during the backtest? #467413 08/01/17 13:29 08/01/17 13:29
Joined: Jul 2016 Posts: 8 H Hlopetz OP Newbie
Hlopetz OP Newbie H Joined: Jul 2016 Posts: 8	How to backtest system if the spead of the instrument is 0.02% and the commission is 0.03%? Are Commission and Spread valiables fixed during the backtest? Is it possible to change it with TMF? Last edited by Hlopetz; 08/01/17 22:46.

Re: How to change commission and spread during the backtest? [Re: Hlopetz] #467487 08/06/17 13:15 08/06/17 13:15
Joined: May 2016 Posts: 180 Prague pcz Member
pcz Member Joined: May 2016 Posts: 180 Prague	You can compute the actual values and assign them in the backtest loop using these parameters: http://zorro-project.com/manual/en/spread.htm

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