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Date/Time: Thu, 06 Feb 2025 02:56:20 +0000



Post From: Bad Ticks on Bid Ask Spread when in Simulation Mode and/or replay and Backtest

[2020-04-08 13:31:30]
User100812 - Posts: 2
Constantly get bad ticks always approx. 64 POINTS away from the market on a losing trade only. The settled price then picks up the bad tick and shows a loss of $3,200 +/- on the emini /ES. Even if replay is set to a speed of 1 this occurs.
Any suggestions - I can't backtest and that is a problem.