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Cannot get the spread information in backtesting

  • Post #1
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  • First Post: Apr 11, 2008 8:57am Apr 11, 2008 8:57am
  •  hongkonger
  • | Joined Dec 2007 | Status: i am a hongkonger working in london | 54 Posts
Hello everybody

I cannot get the real spread information from executing

MarketInfo("GBPUSD",MODE_SPREAD);

in backtesting. It gives "0" all the time.

Anybody can give me some hints?

Will it work in real-time or I may get wrong information as well?

Thanks !!
  • Post #2
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  • Apr 11, 2008 9:08am Apr 11, 2008 9:08am
  •  magnumfreak
  • Joined Nov 2007 | Status: Trying manual mode again | 2,558 Posts
instead of doing marketinfo, try subtracting the ask from bid.

double whatsthespread = (Ask-Bid)/Point;

that will give you a value in pips for the spread.
  • Post #3
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  • Apr 11, 2008 10:01am Apr 11, 2008 10:01am
  •  hongkonger
  • | Joined Dec 2007 | Status: i am a hongkonger working in london | 54 Posts
Quoting magnumfreak
Disliked
instead of doing marketinfo, try subtracting the ask from bid.

double whatsthespread = (Ask-Bid)/Point;

that will give you a value in pips for the spread.
Ignored
Oh Yes, you are right .. haha :surprised but I cant get these real values from backtesting either .. the broker wants to hide it ???
  • Post #4
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  • Last Post: Apr 11, 2008 2:40pm Apr 11, 2008 2:40pm
  •  Craig
  • Joined Feb 2006 | Status: Blah blah blah | 1,410 Posts
What do you mean by the 'real value'?
This is at best a slippery concept when discussing MT4 brokers.
The breaking of a wave cannot explain the whole sea.
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