yes indeed and high slippage is also a big part to stop trading then.

Here’s an early indicator for the dax I made which shows the spread. It captures the 24h problem.

The question is , is it worth the effort? I think not, because it creates again a variable, when to stop trading. Once stopped, it can’t be restarted.  And it isn’t clear what’s the reason to stop, the high slippage or the increased spread or a mixture of both.

Still nice to think about it though.