Hi.
I use NT7 with imported 1 min forex data, that Ninjatrader handles by considering only bid prices.

I saw there is no way to include bid-ask spreads into backtesting, so my workaround is that of setting a commission, then backtesting with "Include commissions" set to true, and simulating trades with a fixed lot size, proportional to commission.

Example:
- I want to backtest on EURUSD, assiming a bid-ask spread o 1 pip.
- On Instument Manager I set Minimum Commission = 0.5 (because it's per side).
- I backtest assuming single trades with 10000 units, so that I pay 1 pip = 1$ per trade and the spread is equalized the commission.

This is all good and working if I want to test the pure signal, or if I'm using a fixed lot type position sizing.

But, let's assume that the lot size traded depends on an ATR stop so that the lot size is variable every time.
In this case I would pay a 1$ spread for every trade, regardless from lot size, and the equity line would be wrong.
This means that I can backtest this kind of strategy only without commission.

Any way to work around the problem?
Would I have this problem were I using Kinetick?
What's another backtasting platform that would not have this inconvenience?
(I'm testing Seer Trading, but it has bugs loading historical data)

Thank you.

You can do it with GomRecorder and also I think Gom Tookit for Strategies

GomRecorder 2 Hi guys, Here's the new major release of GomPackage, released this time in Elite because it was a lot of hard work. THIS VERSION IS FOR NT 7 ONLY Indicators developed with GomRecorder 1.3 still work on 2.0 Majors changes with 1.3b are the …

Gom Profiling Toolkit for Strategies (Market/Volume Profile) Hi, I got motivated by Mike and had a coding relapse, so I'd like to introduce new Profiling toolkit Basic Functionality : This Profiling toolkit is a Ninjatrader indicator that * Reads NinjaTickFiles at high speed * Computes POC,VAH,VAL,VWAP …

Mike

I just saw it can be done using the 'Slippage' options from the Backtester.

I use Slippage instead of Commission so, for a 1 pip spread I set a 0,5 slippage.

Slippage can also be set through NinjaScript and the 'Slippage' keyword.