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Spreads and Commissions in Backtesting

Posted: Fri Sep 09, 2016 6:01 pm
by Parkzo
Hello,

Is it still possible to set custom spreads and commission costs in the export data process?

I think I seen somewhere that it was no longer possible, but wondered if it had been fixed in any of the updates?

Thanks,

Re: Spreads and Commissions in Backtesting

Posted: Sat Sep 10, 2016 7:09 am
by tickstory
Hi Parkzo,

MT4 introduced the "spread" setting box sometime ago in their Strategy Tester meaning that the spread you export in Tickstory's "MT4 Settings" will have no effect (as is there for back-ward compatibity reasons).
(Note: At around Build 940-950, MT4 introduced a bug whereby spread was always zero, regardless of the Strategy Tester "spread" field. This was fixed in subsequent versions.)

Commissions settings remain the same as always.

Hope this helps.

Re: Spreads and Commissions in Backtesting

Posted: Sat Sep 10, 2016 10:20 am
by Parkzo
Hi TickStory,

Thanks for the response.

So just to clarify.

1) Regarding spread settings, it's only possible to use the spread settings shown in the box in MT4 strategy tester itself?

2) For commissions, if I change the commission settings in the TickStory export to MT4 will they be applied in the backtest?

Thanks.

Re: Spreads and Commissions in Backtesting

Posted: Sat Sep 10, 2016 11:54 am
by tickstory
Hi Parkzo,

1) Yes, correct. (Just make sure you're using a recent Build of MT4 such as anything above 1010).
2) Correct.

Regards.

Re: Spreads and Commissions in Backtesting

Posted: Sun Sep 11, 2016 9:22 pm
by Parkzo
Great, thanks!

Re: Spreads and Commissions in Backtesting

Posted: Sun May 14, 2017 7:01 pm
by render86
Does this still hold true, now making the spread box in Tickstory largely irrelevant?

Re: Spreads and Commissions in Backtesting

Posted: Mon May 15, 2017 10:29 am
by tickstory
Hi render86,

That is correct - the spread box in Tickstory is there for backward-compatibility reasons. You should use the 'spread' field in MT4' Strategy Tester instead.

Thanks.