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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
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pcz
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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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Petra
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