Is there any way to eliminate the forex slippage in market replay? I find that the spreads in market replay are bad. Some users use an ECN broker, which has much smaller spreads. I find it a pain to have to bid and offer to get a realistic ECN execution.

patbateman 

Is there any way to eliminate the forex slippage in market replay? I find that the spreads in market replay are bad. Some users use an ECN broker, which has much smaller spreads. I find it a pain to have to bid and offer to get a realistic ECN execution.

Some brokers offer ECN access and charge a higher commission, others have the commission built into the spread.

For a realistic backtest with replay data you would need to record data from the ECN that you wish to use.