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Spread settings for Strategy

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    Spread settings for Strategy

    Hello

    I'm new user of the NT8 platform and trying to build a strategy with some FXCM pairs (demo).
    Problem, I don't how to add spread cost in my strategy. I heard the use of slippage parameters would'nt be the most accurate way to do it.
    So I first add a new commission template, selected my instruments (ex:EURUSD & UKOIL) but stay kinda lost how to calculate the appropriate commission mount...
    For example : FXCM has a 5 spread on UKOil, and a 1 spread on EURUSD. How should I set the minimum and per-unit commission for thoses ?

    Thanks a lot for your help

    #2
    Hello Zananas,

    Thank you for your post.

    Are you looking for Spread Cost over historical data?

    In realtime trading that cost is calculated in the Profit and Loss. In historical backtests the strategy is only using the single bar series selected is the 'Price based on' selected through the Data Series menu (Last, Bid, and Ask). Last as the 'Price based on' will use Bid historical data.

    I look forward to assisting you further.
    Patrick H.NinjaTrader Customer Service

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