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Can’t set Spread to zero with TS backtest engine

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eastpeace

Customer, bbp_participant, community, sq-ultimate, 305 replies.

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9 years ago #113430

Hi, Mark!

 

The test data is futures price, So I set spread to zero when building, improving.

 

But when in optimizer I can’t set spread value to 0. why?

 

And another thing confused to me  is the back test engine name showed in the strategy setting. When I set engine to meta in settings, it show meta here; set it to Ninja Trader, it show Ninja trader. But when we set engine to tradestation, it show meta?

 

 

 

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Mark Fric

Administrator, sq-ultimate, 2 replies.

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9 years ago #129277

Hello,

 

this unfortunately looks like a bug, Optimizer should allow 0 spreads. The problem with Metatrader in Settings is most probably only a bug in displaying the value, it should Tradestation engine for testing.

Mark
StrategyQuant architect

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