Greetings all,

Using the original EURUSD data, I made a comparison between the calculated ask and bid price with the logged entry and exit price from 327 long trades, written in the testtrades.csv using the 'set(LOGFILE + TICKS)' mode.
The average relative difference between the calculated ask and the logged entry price is close to 0% (-0.0000002%), but there is a significant difference between the calculated bid (i.e. 'BidPrice = AskPrice - Spread' as double) and the logged exit price, namely 0.14%(!)
How can this strong deviation be explained?

Thanks for any help laugh

Grant

Last edited by Grant; 11/06/17 00:05.