You can download FXCM T1 data on Zorro Download page. The way I described is meant only for sources for which there is no possibility to download the data using Zorro or for situations in which it is necessary to backtest with variable spread. The variable spread backtesting can be achieved also with the new T6 struct as it allows for storing additional data besides OHLC. Related links:

http://zorro-trader.com/download.php

http://zorro-project.com/manual/en/export.htm

Last edited by pcz; 12/20/16 14:41.