Max Spread

[smeden]

Hi
I am building a simple system and I want to set a maximum spread.

So if I say the spread should be max: 10 pips.

So when the spread is under 10 it will take trades.

Can anyone help me with a simple code for that?

[NinjaTrader_Bertrand]

Hi smeden, welcome to the NinjaTrader support forums!

You could check the spread with this -

[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]double[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2] currentSpread = GetCurrentAsk() - GetCurrentBid();[/SIZE][/SIZE]
[SIZE=2][SIZE=2][/SIZE][/SIZE]

Of course this will only work in realtime, as you won't have access to historical bid / ask data.

[smeden]

Thanks

Thanks.

I did do that but I could not get it to work in backtest.

CurrentBid in back test. What have I been thinking. LOL

[NinjaTrader_JoshP]

Right. In backtesting there is no bid/ask data so they are replaced with the close price.