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Changing spread size on backtest


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does anyone know if it is possible (and how to do it) to change the spread on a pair for backtesting?

 

clicking on symbol properties opens up the details, but i was wondering if it could be changed/edited?

 

i have eurgbp as 2 pip spread - when really it should be at least 3.

"It is inconceivable that anyone will divulge a truly effective get-rich scheme for the price of a book."

Victor Niederhoffer (1943–), US hedge fund manager and statistician

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Re: Changing spread size on backtest

 

maybe you already know, but the BT take the spread you have when you do it, so if you wanna do a Bt with a spread of 3, wait for your broker to have the spread you want and run the test.

 

Hope this will help ! ;)

 

does anyone know if it is possible (and how to do it) to change the spread on a pair for backtesting?

 

clicking on symbol properties opens up the details, but i was wondering if it could be changed/edited?

 

i have eurgbp as 2 pip spread - when really it should be at least 3.

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Re: Changing spread size on backtest

 

no i run it offline. it stays offline cause if it connected the gigs and gigs of data ive loaded onto it would get wiped and replaced by the broker's feed.

 

i was hoping somewhere i could hack it to change the spread displayed for the different pairs.

"It is inconceivable that anyone will divulge a truly effective get-rich scheme for the price of a book."

Victor Niederhoffer (1943–), US hedge fund manager and statistician

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Re: Changing spread size on backtest

 

Try this

 

How to Use..

 

1. Install "SpreadGenerator.mq4" in \experts\scripts folder.

2. Attach "SpreadGenerator" on Target CurrencyPair Chart.

3. Input your favorite spread value.

( -10 ? OK....No problem.. )

4. This script makes "symbols.sel" in \experts\files folder.

5. Try Online-Backtesting with Normal Current Spread

and downloading Historical data.

 

6. Take several long breaths to calm yourself down.

 

 

7. Disconnect from the Internet and Shutdown MetaTrader.

8. Copy your "symbols.sel" and Overwrite original "symbols.sel"

in \history\YOUR DEMO SERVER Accounts folder.

9. Restart MetaTrader.( DO NOT CONNECT INTERNET !!! )

10. Try Offline-Backtesting with YourOwnSpread.

11. Say " It's crazy!! "

 

MetaTrader always overwites "symbols.sel" when connecting Server.

Don't worry about your sweet-"symbols.sel".

 

This script is NOT perfect.

Because there is no data about the file-format of "symbols.sel".

 

http://www.4shared.com/file/106030652/701a1262/SpreadGenerator_v11.html

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