Variable Spread for assets with huge change during time (e.g. BTC or XAU/USD)
Hi SQX Team,
Is it any way to set spread as a variable value (e.g. as a percent of price)?
For example, in a MT5 Pro account, now that BTCUSD is 30,000$ , the spread is 150$,
but when the BTCUSD was 10,000$, the spread was 50$,
and when it was 60,000$ the spread was 300$.
The same problem exists for XAUUSD, and many other assets that changes lot during time.
No way to simulate it. Please add it.
Best regards,
Alex
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Votes +11
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Project StrategyQuant X
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Type Feature
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Status New
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Priority Normal
History
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Alex
08.09.2022 18:32Subject changed from Variable Spread to Variable Spread for assets with huge change during time (e.g. BTC or XAU/USD)
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bentra
13.09.2022 20:40
MT5 terminal has a "floating" spread in m1 mode (or any mode) where the spread is contained in the data. Implementing this in to SQX should also solve this issue as well as make the tests match up better in non-tick modes between sqx and mt5. In fact, it is not easy to change the spread in mt5 terminal because it uses floating spreads from the data normally. EDIT Oh I found it is requested already: https://roadmap.strategyquant.com/tasks/sq4_8235
But yeah, either way spread in percent would be nice! We have swap in percent and commission in percent so spread in percent would solve this issue.
But yeah, either way spread in percent would be nice! We have swap in percent and commission in percent so spread in percent would solve this issue.
JF
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Tamas
20.09.2022 14:32
The priority is to fix all reported bugs to SQX136. Once all bugs are fixed we can add some new features too.
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i
Votes: +11
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Is it any way to set spread as a variable value (e.g. as a percent of price)?
For example, in a MT5 Pro account, now that BTCUSD is 30,000$ , the spread is 150$,
but when the BTCUSD was 10,000$, the spread was 50$,
and when it was 60,000$ the spread was 300$.
The same problem exists for XAUUSD, and many other assets that changes lot during time.
No way to simulate it. Please add it.
Best regards,
Alex