How to change commission and spread during the backtest?

Posted By: Hlopetz

How to change commission and spread during the backtest? - 08/01/17 13:29

How to backtest system if the spead of the instrument is 0.02% and the commission is 0.03%?

Are Commission and Spread valiables fixed during the backtest?

Is it possible to change it with TMF?

Posted By: pcz

Re: How to change commission and spread during the backtest? - 08/06/17 13:15

You can compute the actual values and assign them in the backtest loop using these parameters:

http://zorro-project.com/manual/en/spread.htm
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