Check spread mechanism

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  • #29744 quote
    windie
    Participant
    New

    Anyone knows if it is possible to check the spread on a certain instrument before entering order

    Example

    IF (trade condition)

    while (Spread > 1 pip)  do nothing

    wend

    buy 1 at market

    endif

    trade will not execute until spread is less than 1

    #30002 quote
    Nicolas
    Keymaster
    Legend

    This is common query 🙂 But it is not possible, spread can’t be retrieve by probacktest code. I hope it will be part of a next language update, since it is definitely needed I must agree!

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Check spread mechanism


ProOrder: Automated Strategies & Backtesting

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windie @windie Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
9 years, 5 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/24/2017
Status: Active
Attachments: No files
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