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Variable Spread for back-testing. #422889
05/19/13 17:46
05/19/13 17:46
Joined: Apr 2013
Posts: 107
UK
G
Geek Offline OP
Member
Geek  Offline OP
Member
G

Joined: Apr 2013
Posts: 107
UK
It would be great to have a variable random spread that can fluctuate between different testing periods to simulate a live spread that fluctuates, as research has led me to notice that spreads can indeed change but others can be fixed.

For any backtesting or forward testing this would be cool unless it is already possible?

So for example.

Spread = 1.6*PIP to 2.5*PIP

Rate of change = 0.1*PIP & 25%..


Cheers.

Re: Variable Spread for back-testing. [Re: Geek] #423113
05/24/13 08:54
05/24/13 08:54
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,986
Frankfurt
You can do that already. You have the Spread variable, so you can let it fluctuate with any formula that you want. But I'm not sure if that really helps with backtesting, as it would introduce another random element in the test statistics.

Re: Variable Spread for back-testing. [Re: jcl] #423115
05/24/13 08:57
05/24/13 08:57
Joined: May 2013
Posts: 627
Bonn
Sundance Offline
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Sundance  Offline
User

Joined: May 2013
Posts: 627
Bonn
LOL. Do you know how often you say: 'You can do that already.' ? Fantastic!


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