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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 Offline OP
Newbie
Hlopetz  Offline 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 Offline
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pcz  Offline
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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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