In the forex market, bid/ask spreads will dramatically increase around session break around 30 seconds till 14:00 PST (17:00 EST). This can cause a strategy to be stopped out prematurely. I know there is an option to use IsExitOnSessionCloseStrategy and set ExitOnSessionCloseSeconds = 30 for handling an open position. I also saw a code snippet for preventing new positions being opened during this time period. But how about holding an existing position through this period? If my target is reached during this time, I will take profit, but if my stop is reached I want to wait until spreads are typical again before exiting. What would be an appropriate way to achieve something like this if it is possible?
PS. When I was looking into this, I was trying to find a built in method for tracking typical spreads but I couldn't find anything in documentation. This might be a nice feature if it doesn't already exist.
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