average real spread when testing on any quality data

Is it possible to use the average real spread when testing on any quality data?
it would be necessary for sqx to pre-prepare the average spread data

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  • Votes +2
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

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Rr
#1

Partizanas

25.03.2022 19:31

Task created

b
#2

bentra

25.03.2022 19:44
Voted for this task.
b
#3

bentra

26.03.2022 00:52
It might be wise to use only the more recent data as some spreads get weird going farther back in history like crypto.
E
#4

Emmanuel

26.03.2022 14:29
Voted for this task.

Votes: +2

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