Hi @jcl,

More Due Diligence... The Manual says to use historical Spread values to call marketVal().

It occurred to me to investigate what Z8 & Z9 do as examples of long-term strategies, and they don't seem to do this.

AssetsZn.csv has all the Spreads set to 0.1, and this value is used for all Bars no matter what % it is of an Asset's Price; verified by setting other (crazy, outlandish) Spread values in AssetsZn.csv and checking the Test logs.

My question is, how was 0.1 decided? Is it some kind of rule of thumb? Safe - not too big nor too small - value to use for all Assets? A "quick and dirty" until historical Spread is more readily available from the Brokers? Other reason(s)?

Thanks.

For stocks we decide spread by looking at the current ask-bit difference when we do the asset list. For many stocks, we usually don't look up every single spread, but just enter the same spread for all.

You're free to edit the asset lists and enter the current spreads that you get from Yahoo or from the broker platform. Or set all spreads to zero. It makes no difference for Z8, Z9.

Thanks @jcl.

A couple of follow-ups:

- I can certainly understand not spending time on something that doesn't matter! But in that same vein, why not just use 0? Is there a reason Spread=0.1 is preferred over Spread=0?

- Spread 0.1 (or 0) makes no difference for Z8, Z9 because they trade so infrequently? And the same idea would apply to any strategy with a "BarPeriod" of month(s)? Week(s)?

Thanks.