Greetings to all members, programmers and trading enthusiasts.
Today I wanted to ask you what are the ways you use to adapt a strategy to a spread that is too high? And in particular, how to select or rank the best signals, in order to prioritize some over others, thus reducing the impact of the spread on a strategy.

Finally I wanted to share with you a simple strategy that works in backtest without a spread on EURUSD 1 minute timeframe (and potentially on other financial instruments), and which I wish could work in real with the spread.
Here is the strategy:

defparam cumulateorders=false

//Heikin Ashi calculation
ONCE xOpen = Open
xClose = (open + high + low + close) / 4
IF BarIndex > 0 THEN
xOpen = (xOpen[1] + xClose[1]) / 2
ENDIF
xHigh = max(high,max(xClose,xOpen))
xLow  = min(low, min(xClose,xOpen))
xBody = abs(xOpen - xClose)
xUp   = xHigh - max(xClose,xOpen)
xDN   = min(xClose,xOpen) - xLow
xrange=(xhigh-xlow)
//Trend Force calculation
up = (xhigh - xopen) / xrange
dn = (xlow - xopen) / xrange
sig = (xclose-xopen) / xrange
media=(up+dn)/2

// Support,resistance and signal calculation
if up>0 then
signal=1
supporto=xlow
elsif dn<0 then
signal=-1
resistenza=xhigh
endif

BUY 1 CONTRACTS AT resistenza stop
sellshort 1 contract at supporto stop

Attached you will find an image of the backtest, and the strategy in file form

Trend-Force.itf Eurusd-Force-Strategy-Backtest.png