Does anyone know a trick around the huge and incorrect spreads in simulator?

[BernWillChris]

Hi,

I'm programming a scalping strategy and I'm having difficulties as far as getting accurate results in the simulator. One thing that I was looking at was slippage, and more specifically, positive slippage. For instance, I will see spreads around 2.7 pips in the simulator and I was trying to trick the simulator by typing in -2 for slippage, making it seem like the spread was 0.7, which is closer to the spreads that I will have at FXCM with commissions included. This method is also not the best way of doing it because if the simulator have a true spread below 2 pips, that will have me at negative pips for spread, which I don't know how Ninjatrader will respond with that. It might credit the account or just crash depending on how it is programmed in the background.

It compiled, but unfortunately inside the simulator, I received an error message telling me that the slippage can't be negative. Anyone have any ideas on how I can make the spreads in Ninjatrader to mimic the typical spreads at FXCM. This is a scalping strategy and it is difficult to have any strategy to be profitable with spreads greater than 1.5.

One idea I do have is just to let my computer run and use the market replay feature. That is something I will consider soon. I just wish that it was an alternative that would allow me to finish testing this strategy sooner.

Thanks

[NinjaTrader_PatrickH]

Hello BernWillChris,

Thank you for your note.

Is this in NinjaTrader 7 or 8? Is this for a NinjaScript strategy or ATM Strategy?

[BernWillChris]

It is Ninjatrader 8.

I think one way to get around this is to buy/sell at the close price instead of the bid/ask price; it is also a good idea to get out on the close price as well. I haven't test it yet, but I will see.