Hi,

I've made my own streaming provider, calling UpdateQuote() when a new update comes in. I fill in the bid/ask, but notice that wealth-lab never uses the bid/ask to determine the entry points. Instead, it uses the last traded price. Is this intentional? Problem is, I can't make the backtests more realistic by appying slippage because slippage is only applied within the range of the bar.

So if the last traded price is 10, and the only price within that bar, and bid = 9.90, ask = 10.10 I'll get an execution on 10. Since open = high = low = close in this example no slippage will be applied.

any advise? Is the bid/ask used anywhere within wealth-lab?

Mark.

Bid/ask are not used anywhere within Wealth-Lab, except that they may be displayed on the Manual Trade Ticket tool (Ctrl-T, applies mostly to Fidelity Wealth-Lab Pro) if supported by the data provider.

I'll fake it by calling UpdateMiniBar(quote, last, ask, bid). It seems to work in the sense that I now at least the bars are longer so that slippage can be applied.

I recall that that technique was used with success by a Forex provider years ago.