Backtesting apex on TF..... ( figured I should post here )


I was wondering how to account for the difference in spreads from the actual price when counting the costs of trading in backtesting results. Figuring the cost of fees is simple enough, you know that the cost of getting in, and getting out of each trade will be .90 on each side, so just add 1.80 to every trade to bring the losses and wins in line with actual. The problem ( which may just be in my mind ) is that I want the results to be as close to actual as possible, but I don’t know how to account for the nature of the spreads. I think that the way to account would be to take the average distance between the bid and ask, which is 4, and add that as well to the cost of each trade. Does this make sense? Is this a reasonable approximation of the cost of getting into and out of each spread?

Thanks guys, I know that I am not alone in backtesting spreads on apex!! Josh :smiley:


I dont know much about how to automatically backtest anything, so i was curious to see if it has been done for any of the apex systems already…any luck?