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Open Feature request MC-1505

More realistic backtest
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Description

Please add feature: the ability before backtest to set spread between the bid and ask.
Most are not available tick data many years ago, so it is not possible do extended backtest with bid ask data.
If there are only minute data for bar magnifier would be a good option
specify the number of ticks above the price for buy executions and the number of ticks below the price for sell executions.
This could simulate the bid ask spread for the backtest.
Ability to set slippage and fees is insufficient for an accurate backtests.

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Comments (1)
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#0
user-offline.png monexx
Jun 03, 2014 - 03:17

In this thread below, it's pretty viewed by MAtricks:
In the fictitious picture of Strategy properties...
http://www.multicharts.com/discussion/viewtopic.php?f=1&t=46638

History
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Issue basics
  • Type of issue
    Feature request
  • Category
    Usability
  • Targeted for
    Not determined
  • Status
    Not Reviewed
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (2)
People involved
  • Posted by
    user-offline.png monexx
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Issue details
  • Resolution
    Not determined
  • Severity
    Normal
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