Forum

How can I account for my broker's variable spread markup in backtesting? MQL5 / Meta Trader 5

I downloaded the tickstory data for EURUSD for 2023 and made a custom symbol . My algorithm is set to enter a trade when there is a one pip spread. With the custom symbol, the algorithm enters 500 trades. When I use my broker's data for EURUSD for 2023 and make no other changes, the algorithm

Recovery Factor - Consistent Results Between "In Sample" and "Out of Sample" data

If a system is robust, wouldn't it have similar Recovery Ratios between the "In Sample" and "Out of Sample" data