Forums ProRealTime English forum ProBuilder support spread indicator for strategy Reply To: spread indicator for strategy

#134808

Hi All,

This spread issue is a problem. In PRT, there should be a way to display bid/ask price on the chart. From there it should be possible to build some code to get instantaneous values by calling these price indicators. Since these prices (bid/ask/middle) can be displayed on the chart, they can become an indicator. No?

For example, a MACD can be calculated on bid/ask/middle price. This can change a bit the result of the indicator, at some point in the day. (due to trading hours, volumes, liquidity, etc…).

So to begin with:

  1.  Does anyone know how to configure the price line on the charts ? (bid/ask/middle). I just can’t find this setup.
  2.  Did anyone already build a spread indicator? (to detect real live spread widening, not pre-coded static theoretical ones for back testing purpose)

Thank you.

Best