Backtesting Bug? (Spread)
14 Sep 2023, 02:54
In 1st photo provided below, it has shown the backtesting position entry price will be exact right after my logic is meet which is too good to be true, but in real-time automate trading including spread it should be on the red line level, what is wrong with the backtesting spread? because even if I have set a 2000 spread before I run the backtesting the result is still same, when the run is done it will still stay on the level where yellow arrow pointed, not adding any spread in the first place tho, it will lead to an false gaining/losing result, the spread should be included in the first place not after a trade is done and be deducted out.
Follow by this second photo, you can see clearly the backtesting system has shown that the stop loss is only 400+pips in the history included commission, but my realtime stoploss pip was 600+pips, so the backtesting system will not give an accurate result if this happen, please point it out if I miss out something.
15 Sep 2023, 05:05
RE: Backtesting Bug? (Spread)
see this, 1st photo is the backtesting provided deal map
2nd photo is the realtime deal map
Stop loss in the same level but the spread pips are not included in the backtesting system
I have found the source of causing this problem, when we are backtesting we should use the “Tick data from Server”, this will simulate the real time environment including all the spreads and commission