Hi guys,
TL;DR:
When pulling spread for EUR/USD using IC Markets MT4 Bridge, get 0.01 which is
Zorro: v.2.35, free
Broker: IC Markets, spread account
Connection: MT4 bridge
Long version:
I am trying to replicate Z1 results. My first step is to fill AssetsFix with realistic values, so I pulled all symbols available in MT4 to csv file. Next I am loading this file to Zorro and looping through symbols, to load approperiate parameters to Logs/Assets.csv.
I print some of the params while pulling:
[img]
https://imgur.com/wNLSCIV[/img]
Corresponding entry in Assets.csv:
[img]
https://imgur.com/eJ1WmCV[/img]
I checked in MT4, the spread was 0.0000 - 0.0001 at the time of pulling.
I found this in the manual, but not sure how it would apply to EUR/USD in this case:
If a broker API returns asset prices in cent instead of dollars, Price, Spread, and PIP are 100 times higher than for a dollar-priced asset. Adapt the asset list accordingly and make sure that historical data also contains prices in cent. You can generate cent history with a simple script that imports dollar-based price history with dataLoad, multiplies all prices with 100, then stores it with dataSave. For options or futures with cent prices, use the Centage variable.
and:
The current difference of ask and bid price, in counter currency units. Accessible with the Spread variable. Used for backtests with constant spread. If at 0, ask/bid spread must be determined by script.
All of the above raises a question:
why Zorro is pulling incorrect spread value? For other assets used by Z1, symbol parameters look reasonable. But I have ~160 symbols in AssetsFix.csv hence I would like to know the root cause of this behaviour, correct it, if needed, and be able to pull symbols' parameters automatically.
Any feedback/hints are much appreciated.
