reference BID ASK spread in the code

• 08/22/2019 at 6:44 PM #105326
  MacroT

  When coding in ProRealCode is there any way to reference BID ASK spread in the code ?

  I want to be able to widen my parameters when the data provider widens theirs

   

  Thanks

   

  

  MacroT

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  08/22/2019 at 6:56 PM #105328
  Vonasi

  Simple answer….. no.

  It is not possible to know the current amount of spread. You can code a strategy to not trade at times when spread is known to be large such as when a market is closed or you can allow for fixed levels of spread at different times of the day to be considered in your code but you cannot know if for example spread has suddenly widened due to high volatility.

  

  Vonasi

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  08/22/2019 at 7:41 PM #105331
  MacroT

  that’s a shame – thanks for the reply

  

  MacroT

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