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Setting spread

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    Setting spread

    When runnning backtest, functions getcurrentask and getcurrentbid return same value, is it somehow possible to set spread? I have imported bid data and I have to force NT to trade for ask which is 2 pips above bid. How do I do it?

    #2
    Right. GetCurrentBid/Ask are the same values in backtesting.
    Josh P.NinjaTrader Customer Service

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      #3
      I know, but

      but how do I handle it? You just wrote what I have found too, that is not an answer. I need some resolution how to work with it - to simulate real world - to answer my previous question. Please. Can I set somewhere that data are bid so NT will intelligently use them as bid and simulate ask according to spread which I set somewhere? I am just a beginner in NT, but this seems to me like a critical problem protecting me from realmarket backtesting.

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        #4
        There is no supported way in NT to store and access historical bid/ask data.
        RayNinjaTrader Customer Service

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          #5
          A simple, possibly effective guesstimate, would be to multiply the number of trades taken during the backtest by your broker's usual spread for that pair.

          Or set the commission value appropriately for your pair to adjust for spread.

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