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How can I calculate the spread inside the strategy analyzer?

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    How can I calculate the spread inside the strategy analyzer?

    Hello, how can I calculate the spread too inside the strategy analyzer ?

    #2
    Hello Uregon,

    Thank you for your post.

    There is no concept of bid/ask spread in a backtest, only the OHLC of the next bar which is used to price the fills. You can use the slippage parameter to simulate a spread if you wish:

    https://ninjatrader.com/support/help...lFillAlgorithm

    Please let us know if we may be of further assistance to you.
    Kate W.NinjaTrader Customer Service

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