Support Board
Date/Time: Tue, 04 Mar 2025 15:00:13 +0000
Forex replay has abnormally large bid ask spread
View Count: 794
| [2021-12-15 16:45:44] |
| User497913 - Posts: 6 |
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Hello, I am trying to manually backtest a forex strategy using replay. The symbol is USDCAD-BIDASK (using USDCAD would be the same). I found that the bid ask diff is about 0.0002 (2 pips) at all times, while the real spread should be 0.1 to 0.5 pips (FXCM or IDEAL PRO). Am I missing anything? Thank you https://www.sierrachart.com/image.php?Image=1639586338539.png |
| [2021-12-15 17:25:08] |
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Refer to: Replaying Charts: Bid and Ask Prices During Replay Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-15 17:49:52] |
| User497913 - Posts: 6 |
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Thank you for the reply. The link says the spread can either be simulated or actual. In my case, it is not simulated because the "Always Simulate Bid and Ask Prices During Replay" option was not checked, so I assume the spread is "actual" (as opposed to "simulated"), and this "actual" spread shown in my replay (fluctutates from 1.8 to 2.2 pips) is much larger than the actual spread in real trading (0.1 to 0.5 pips). For the chart that was uploaded, the Intraday data storage Time Unit was set to 1 tick. So the question remains: why is the spread shown in my replay much larger than in real trading? |
| [2021-12-15 21:54:01] |
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Check the Bid and Ask prices in the Intraday data file: Edit Menu: Edit >> Edit/Download Data - Intraday Chart They are what they are. More information: Intraday Data Editor Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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