Automatically choose between bid/ask price at position opening/close
uelel last edited by
I am sorry if this problem has been already discussed, I just did not found anything related.
I want to include real-time spreads during my backtesting with
For that purpose I have M1 data with
spreadsfor each candle.
My idea is simple: to open
longpositions and close
To implement this feature the data feed has to be accessible by whatever class that actually opens/closes positions.
Do you have any idea how to implement this feature?
What class is responsible for setting price during position opening/closing?