Tickstory Spread Export Clarification
Posted: Mon Jun 07, 2021 3:06 pm
There are 3 areas where spread is referenced for back testing. I would like clarification on how spread is used as they relate to on another.
The fist place spread is calculated is in the broker file configuration used in the "Export to MT4" function under the "Help" tab as a *.mt4config file loaded during export to apply broker settings to your data. Inside the file are broker settings that show a spread value per symbol per the example below.
Symbol_AUDCAD_Spread=10.00
Is this spread applied to the exported data for each order generically?
Does the user manual statement below mean the spread from the broker file is no longer utilized or recommended?
NOTE: The 'Spread' field was used in earlier Metatrader versions (circa pre-2015) and has now been obsolesced in favour of a “Spread” field on the Strategy Tester's parameter screen. This new spread field in the Strategy Tester allows you to change the spread easily between back-tests. Therefore, setting the Spread field within Tickstory no longer has any effect for the latest Metatrader versions and can be ignored. It remains available in Tickstory for backward compatibility with earlier versions of Metatrader only.
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The second place spread is mentioned is in "Export to MT4" function in the "Data Export" tab as a checkbox called "Embed spread + plus extra padding of 0".
By checking this box am I embedding broker spread as listed in the *.mt4config file process above and adding any padding I define in the box?
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The third place spread is mentioned is in the MT4 backtest. Obviously this setting is dependent on the first two which has two conditions... export with broker spread and export without broker spread.
If I export data to MT4 with broker spread do I use current or do I match the spread defined in the *.mt4config file?
Does MT4 backtest spread value override the broker spread or add to it?
If I DO NOT export data to MT4 with broker spread then I assume I am setting spread via the MT4 backtest function only is this correct?
Do you need to be connect to your broker to use the current spread and what happens when you use current and your offline?
The fist place spread is calculated is in the broker file configuration used in the "Export to MT4" function under the "Help" tab as a *.mt4config file loaded during export to apply broker settings to your data. Inside the file are broker settings that show a spread value per symbol per the example below.
Symbol_AUDCAD_Spread=10.00
Is this spread applied to the exported data for each order generically?
Does the user manual statement below mean the spread from the broker file is no longer utilized or recommended?
NOTE: The 'Spread' field was used in earlier Metatrader versions (circa pre-2015) and has now been obsolesced in favour of a “Spread” field on the Strategy Tester's parameter screen. This new spread field in the Strategy Tester allows you to change the spread easily between back-tests. Therefore, setting the Spread field within Tickstory no longer has any effect for the latest Metatrader versions and can be ignored. It remains available in Tickstory for backward compatibility with earlier versions of Metatrader only.
----
The second place spread is mentioned is in "Export to MT4" function in the "Data Export" tab as a checkbox called "Embed spread + plus extra padding of 0".
By checking this box am I embedding broker spread as listed in the *.mt4config file process above and adding any padding I define in the box?
--------
The third place spread is mentioned is in the MT4 backtest. Obviously this setting is dependent on the first two which has two conditions... export with broker spread and export without broker spread.
If I export data to MT4 with broker spread do I use current or do I match the spread defined in the *.mt4config file?
Does MT4 backtest spread value override the broker spread or add to it?
If I DO NOT export data to MT4 with broker spread then I assume I am setting spread via the MT4 backtest function only is this correct?
Do you need to be connect to your broker to use the current spread and what happens when you use current and your offline?