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 05/24/1308:5405/24/1308:54
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 05/24/1308:5705/24/1308:57