reference BID ASK spread in the code

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    MacroT
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    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

    #105328 quote
    Vonasi
    Moderator
    Master

    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.

    #105331 quote
    MacroT
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    that’s a shame – thanks for the reply

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reference BID ASK spread in the code


ProBuilder: Indicators & Custom Tools

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MacroT @macrot Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by MacroT
6 years, 5 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 08/22/2019
Status: Active
Attachments: No files
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