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Automatically choose between bid/ask price at position opening/close
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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
backtrader
.
For that purpose I have M1 data withbid
prices andspreads
for each candle.
My idea is simple: to openlong
positions and closeshort
positions withask
prices.
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?