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Spread/Slippage problem backtesting strategy

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Michele Mancini

Subscriber, bbp_participant, customer, community, 11 replies.

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2 weeks ago #286599

Hi,

Can this be considered a bug in backtesting?

I have these settings:
spread = 5
Slippage = 5

In symbol instrument I set:
Pip/Tick size = 0.001
Pip/Tick step = 0.001

 

When it finds me a strategy in the “Results” -> “List of Trades” I have Opening Price = 906.9 and Closing Price 906.9 The profit/loss $0

Why $0, it should be a loss considering the splitage!!!!

 

 

 

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tomas262

Administrator, sq-ultimate, 2 replies.

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8 hours ago #286739

Michele, we will look into this. Can you share the strategy tested with us? You can reach us at [email protected]

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