reference BID ASK spread in the code

Forums ProRealTime English forum ProBuilder support reference BID ASK spread in the code

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  • #105326

    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

    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

    that’s a shame – thanks for the reply

Viewing 3 posts - 1 through 3 (of 3 total)

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