Hi @backtrader,
Is it possible to get bid/ask lines in an Oanda datasource, similarly to what you've described in your "Escape from OHLC land" post? That would also solve the spread problem because that way calculating the spread would be super easy.
As I can see there is an option ("bidask") that controls what is retrieved from Oanda, so I believe it is already partially implemented.
Would it be possible to add the bid/ask lines to the data if the timeframe is set to bt.TimeFrame.Ticks?
Cheers,
Tamás