VARIABLE SPREAD

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VARIABLE SPREAD

Postby mb206 » Tue May 24, 2016 9:18 am

Hi,

I can manage to have the variable spread work with tds...
I am using a file with bid ask and the birt script.
But when I backtest it doesnt use the variable spread...
mb206
 
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Re: VARIABLE SPREAD

Postby tickstory » Tue May 24, 2016 12:05 pm

Hi Mb206,

Unfortunately this may be a question for Birt to answer as we do not support his script nor TDS. If you would like to use Tickstory, you can use the "Embed variable spread" option and subsequently use TDS to launch.

Hope this helps.
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Re: VARIABLE SPREAD

Postby mb206 » Tue May 24, 2016 12:10 pm

thanks for the reply.
where is this embed variable spread option please?
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Re: VARIABLE SPREAD

Postby tickstory » Tue May 24, 2016 12:33 pm

Hi Mb206,

Firstly, make sure you are using the latest version of Tickstory v1.7.4 and in the "MT4 Export" window, you will notice a checkbox called "Embed spread". Check this to enable spread. More information available in the release notes here:

https://tickstory.com/articles/tickstory-v1-7-released/

Regards.
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VARIABLE SPREAD

Postby dottorale » Thu Jun 09, 2016 11:52 am

Some questions guys:
1-to match my average broker spread I have to add the difference in spread between my broker's and Duka's spread that can be embedded in the data?
2-the spread I have to add is the only bid-ask difference (so the spread as commonly said) or the total spread of each trade that should be two times the spread, that is 2x(bid-ask)?
3-if I let the embed spread + ... unchecked data are recorded with no spread? If so, can I use a fix spread from the spread field of the strategy tester? And here also, the value has to be the spread as commonly said or two times the spread (entry+exit spread)?
4-is there any difference in the M1 data and H1 data from the quality data point of view?

Thanks

Alessio
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Re: VARIABLE SPREAD

Postby tickstory » Thu Jun 09, 2016 11:21 pm

Hi Dottorale,

In reponse to your questions:

1-to match my average broker spread I have to add the difference in spread between my broker's and Duka's spread that can be embedded in the data?
That's correct.

2-the spread I have to add is the only bid-ask difference (so the spread as commonly said) or the total spread of each trade that should be two times the spread, that is 2x(bid-ask)?
Tickstory embeds the bid/ask spread that was recorded in Dukascopy data and adjusts it for embedding. The 'extra' amount is added on top of this spread value. If you enter "21" on a 5-digit broker, for example, you will end up with an additional 2.1 pips on the bid/ask spread.

3-if I let the embed spread + ... unchecked data are recorded with no spread? If so, can I use a fix spread from the spread field of the strategy tester? And here also, the value has to be the spread as commonly said or two times the spread (entry+exit spread)?

If you have embedded spread in your data file and using TDS to launch, then you will automatically use this spread. If you use the Tickstory (and do not have TDS installed) you will be using the fixed spread set in the Strategy Tester. Spread of "21" on a 5 digit system equates to 2.1 pips.

4-is there any difference in the M1 data and H1 data from the quality data point of view?
They are exactly the same data files except for some informational fields which flag it as M1 vs H1.

Thanks.
tickstory
 
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Re: VARIABLE SPREAD

Postby dottorale » Fri Jun 10, 2016 8:17 am

Thanks a lot.

As far as you know, when filling the fixed spread field of the mt4 strategy tester, we need to write the spread or 2 times it?
I make an example to clarify it;
If I'm doing a backtest on EurUsd, and I have an average spread of 1 pip from my broker, let's say I have a 5 digit broker, I have to fill that field with 10 or with 20 so that I include the trade entry spread + the trade exit spread?
I know that is much more about the mt4 than Tickstory, but if you can provide this info also that could be useful, because the impact is significant.

Thanks again
dottorale
 
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Re: VARIABLE SPREAD

Postby tickstory » Fri Jun 10, 2016 12:33 pm

Hi Dottorale,

The simulation is much like in real trading - the execution price already includes the spread at that particular price. So when you enter the trade, the spread is included and when you exit the trade it is already included. Therefore, you would only be entering the 1 pip (i.e. 10 value) to simulate a spread of 1 pip on entry and exit.

Hope this clarifies.
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Re: VARIABLE SPREAD

Postby dottorale » Fri Jun 10, 2016 1:45 pm

OK that's clear now.

Thanks a lot

Alessio
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Re: VARIABLE SPREAD

Postby sydap2003 » Tue Jun 21, 2016 12:05 am

In your promo box for TDS you say that TDS will be automatically engaged, if loaded, when we launch the MT4 via TickStory.
But in another thread you say that we should launch MT4 via TDS if we want to test with variable spread.

1. Can we do either?
2. When do you anticipate adding the variable spread back testing feature to TickStory? I don't want to make an unnecessary purchase.
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