I noticed that the variable spread does not work at all during backtesting. I have an EA that is spread-sensetive and may not take certain trades during certain spread conditions.
How do I enable variable spreads? The tick data is not very useful without the ability to actually simulate the data fully. Any ideas?
variable spread in backtesting....
Re: variable spread in backtesting....
Hi 4EverMaAT,
The export and launcher only support fixed spreads at the moment.
Regards.
The export and launcher only support fixed spreads at the moment.
Regards.
Re: variable spread in backtesting....
I export my data using Birt's csv2fxt script, which can use the real spread when making fxt file.tickstory wrote:Hi 4EverMaAT,
The export and launcher only support fixed spreads at the moment.
Regards.
so even if I use csv2fxt and the fxt file does contain real spread information, I can still only access fixed spread? Is the launcher have something to do with this?
I was hoping that we could code the EA to take advantage of the way that the fxt file stores the spread. But if the TickStory launcher overrides that, then there is no point.
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Re: variable spread in backtesting....
Hi 4EverMaAT,
That's correct - the launcher needs to support variable spreads, otherwise it wont work. This is because variable spread capability in MT4 is actually 'fudged' by replacing the trade volume with the spread. MT4 will not use the information in a correct way unless it is told to by the launcher.
Hope this helps.
That's correct - the launcher needs to support variable spreads, otherwise it wont work. This is because variable spread capability in MT4 is actually 'fudged' by replacing the trade volume with the spread. MT4 will not use the information in a correct way unless it is told to by the launcher.
Hope this helps.
Re: variable spread in backtesting....
Thank you Tickstory for this awesome software, it has helped me immensely and I'm planning to continue using it for a long time.
However, it would obvieously be even better with the variable spread... When you said "The export and launcher only support fixed spreads at the moment" does it mean that you are working on it, or is the fixed spread going to be the only option? I demand such robustness from my systems that the variable/fixed spread does not make or brake it, but of course I'd like to be as precice as possible.
However, it would obvieously be even better with the variable spread... When you said "The export and launcher only support fixed spreads at the moment" does it mean that you are working on it, or is the fixed spread going to be the only option? I demand such robustness from my systems that the variable/fixed spread does not make or brake it, but of course I'd like to be as precice as possible.
Re: variable spread in backtesting....
Hi MUIFX,
We have had variable spread on our list of things-to-do, however it hasn't taken a priority at this stage over the many other enhancements we have planned. If you wish to have this feature, it is possible to use Birt's TDS (https://tickstory.com/product/birts-tick-data-suite/). We will plan to support at least the export of variable spread data, however you will still need a suitable launcher such as TDS before this data can be used.
Hope this helps.
We have had variable spread on our list of things-to-do, however it hasn't taken a priority at this stage over the many other enhancements we have planned. If you wish to have this feature, it is possible to use Birt's TDS (https://tickstory.com/product/birts-tick-data-suite/). We will plan to support at least the export of variable spread data, however you will still need a suitable launcher such as TDS before this data can be used.
Hope this helps.