Please add a feature to cease trading if spread gets too wide (during live trading). This should keep us out of trouble during news or data releases if used correctly. I'd prefer the spread limit to be expressed in ATR so a blanket rule could be applied across different currencies. The cease trading mechanism should remove all limit (entry) orders but should not exit positions already open.
This will be annoying for coders to implement in to pending order strategies because of: is spread too wide? Then- remove all pending orders and wait then replace when spread normalizes.
Multi symbol strats can get complex too since now we have to turn off trading for only one of the symbols. Also, It ends up using a lot more CPU too so it's best to be able to keep this turned off during initial development and testing which makes it even more tricky to code. BUT it's so important!!