mardi 28 octobre 2014

Spread and Commission Change impacting Backtesting Results

Hi all,



I have noticed that the historical prices have been impacted by the commission change. Is there anyway to have the historical prices the same as what they used to be?



Also, can someone please show me how the Strategy Backtester now handles commissions outside the spread? I don't see the commissions anywhere in the results, and they do not look like they are being subtracted from the final PnL.



Thanks,

Gomarau




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