How to account for spread in backtesting.py for EURUSD trading strategy? #921
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gowestyang
masterkey2000
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I am interested in backtesting a trading strategy for EURUSD using backtesting.py. I have the Bid price data, and I would like to know how to account for the spread (the constant difference between the Ask and Bid price) in the backtesting process. Could you please provide guidance on how to do this? |
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Answered by
gowestyang
Mar 12, 2023
Replies: 1 comment
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My idea is to set a higher commission |
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kernc
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My idea is to set a higher commission