RETEST spread settings

Hello,

if it is possible would be great if you can add an option in retest that EA doesn't make a trade if the spread is bigger than xx.yy pips. 


I know many ask this for EA creation also, and that would be great but if not possible to add this when creating/exporting EA at least in retest that make big difference so don't know why is that complicated to add this feature to all part of the software as that is essential, and there are a much better result for EA when is possible to limit max spread than limit time range for example., 


Thanks

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  • Votes +2
  • Project StrategyQuant X
  • Type Feature
  • Status Archived
  • Priority Normal
  • Assignee None

History

e
#1

extpan

16.06.2020 23:15

Task created

b
#2

beppil

17.06.2020 05:06
Voted for this task.
m
#3

mabi

17.06.2020 05:42
I get the feeling that SQx is just using an average spread even if tick tested with real spread. Since for example there is a huge difference between amount of trades taken from market orders strategies when trading compared with backtested in SQx. I can only get similar results if 0 spread is used in backtests when it comes to amount of trades. For example a group market order strategies of took 45 trades on demo account but only 23 in backtest with real spread during 1 month.
m
#4

mabi

17.06.2020 05:43
Voted for this task.
MF
#5

Mark Fric

10.03.2021 13:22

Status changed from New to Archived


Votes: +2

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