I'm trying to program a basic forex simulator in order to test strategies. But I don't know how is influenced the market when a position is opened or closed.
For example, if I open a 10 000 000 € BUY order on EURUSD, I think It will decrease the quote of the EURUSD value. But maybe I'm wrong, and I don't know how much it will decrease or increase the quote.
I set my forex simulator to decrease the quote of EURUSD of 0.5 points (0.05 pips) for each opening of a BUY order that have a size of 10 000 000 €, and to increase the quote of 0.5 points at the close of this order. I make a computation proportional to this value for smaller and larger orders.
So, is there a way to know or approximate de quote deviation induced by the opening or the close of an order, in function of its size and eventually other parameters ?