Spreads and Commissions in Backtesting

General discussion about the Tickstory Lite software package.
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Parkzo
Posts: 18
Joined: Mon Jun 29, 2015 12:16 pm

Spreads and Commissions in Backtesting

Post 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,

tickstory
Posts: 4898
Joined: Sun Jan 06, 2013 12:27 am

Re: Spreads and Commissions in Backtesting

Post 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.

Parkzo
Posts: 18
Joined: Mon Jun 29, 2015 12:16 pm

Re: Spreads and Commissions in Backtesting

Post 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.

tickstory
Posts: 4898
Joined: Sun Jan 06, 2013 12:27 am

Re: Spreads and Commissions in Backtesting

Post 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.

Parkzo
Posts: 18
Joined: Mon Jun 29, 2015 12:16 pm

Re: Spreads and Commissions in Backtesting

Post by Parkzo »

Great, thanks!

render86
Posts: 52
Joined: Wed Jun 19, 2013 4:51 pm

Re: Spreads and Commissions in Backtesting

Post by render86 »

Does this still hold true, now making the spread box in Tickstory largely irrelevant?

tickstory
Posts: 4898
Joined: Sun Jan 06, 2013 12:27 am

Re: Spreads and Commissions in Backtesting

Post 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.

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