Buy at Ask, Sell at Bid

Questions about MultiCharts and user contributed studies.
Guest

Buy at Ask, Sell at Bid

Postby Guest » 17 May 2007

Can I set the performance report to calculate the P/L of the a system to buy at ask price and sell at bid price instead of trade price?

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Kate
Posts: 758
Joined: 08 Dec 2006

Postby Kate » 17 May 2007

The performance report doesn't differentiate between ask or bid entry price, so you need to write a strategy with two data streams: one with Ask as a field, the other with Bid.


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