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Bid-Ask spread in strategy analyzer

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    Bid-Ask spread in strategy analyzer

    For historical back tests using price data, should I subtract 1 tick per trade from my final results, or does the algorithm already subtract the bid-ask spread?

    NT has some nice backfill algorithms in an attempt to best replicate real-life expectations, but as far as I can tell you left out this more obvious one.

    #2
    Hello YD777,

    Thank you for your post.

    Backtesting is performed on historical data and does not consider the difference between both bid and ask. You can factor in Slippage to assist in the concept of bid versus ask. However, the historical data is only the last, bid, or ask data.

    Please let me know if you have any questions.

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