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Broker spread for backtesting

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    Broker spread for backtesting

    Hi, could you tell me, please, if I want to backtest a strategy considering a fixed spread from my broker (e.g. 1.6 pips for EUR/USD), I have to set 0.00016 in the "minimum commission" for FOREX and leaving 0.00000 the "per-unit commission", or I have to set both with 0.00016...or what I have to do?

    Sorry for my question, but I can't understand the difference between "minimum commission" and "per-unit commission"

    Thanks in advance!

    #2
    Hi mc789, thanks for your post.

    There are two notes on per-unit vs minimum commissions on this page:



    Notes:

    1."Minimum Commission" is applied per trade and per side, regardless of trade quantity, but is only applied if the total applied "per-unit" commissions are less than the minimum value. "Per-unit commission" applies to each unit in a trade, and is applied per-side.

    2.When configuring Forex instrument types, "Per-unit commission" should be divided by the accounts FX lot size per trade. For example, if your commissions were $0.06 per 1000 FX lot, you would use "0.00006" as the Per-unit commission value (e.g., 0.06 / 1000)
    Chris L.NinjaTrader Customer Service

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