AlgoWizard/Editor: Filter for Spead Condition - Average spread for a given time period [s]
Dear Marc,
It's good to have a spread filter.
If the average price is 15 pips (eg: roll-over times, news, etc ....) and the filter is fixed to less than or equal to 1 pips, the ea needs a tick to send an order. How it is triggered depends on the market: 15, 45 or 1 pip. I can not optimize that with 'building strategies' either.
It is better to have a spread filter covering a period in the unit second. Is the spread for e. G. 60 seconds less than 1.1 pips then send a market-order.
I ask for the extension of the spread filter with the functions:
- Current spread must be: < lower than
- Spread Mode: Average spread (for a given time)
- Average Spread: time period [s]
- Average Spread Adjust [pips]
If the average price is 15 pips (eg: roll-over times, news, etc ....) and the filter is fixed to less than or equal to 1 pips, the ea needs a tick to send an order. How it is triggered depends on the market: 15, 45 or 1 pip. I can not optimize that with 'building strategies' either.
It is better to have a spread filter covering a period in the unit second. Is the spread for e. G. 60 seconds less than 1.1 pips then send a market-order.
I ask for the extension of the spread filter with the functions:
- Current spread must be: < lower than
- Spread Mode: Average spread (for a given time)
- Average Spread: time period [s]
- Average Spread Adjust [pips]
- see attachment
Thanks,
Diwi
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Votes 0
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Project StrategyQuant X
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Type Bug
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Status Moved
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Priority Normal
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Assignee None
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Milestone Build 112
History
Dw
Dw
MF
MF
Mark Fric
04.10.2018 07:32
Task moved to project AlgoWizard, new link to task: https://sq.projectpanel.com/tasks/algw_0110
Votes: 0
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