What blocks/input would I need to use to get the maximum spread and only trade if it is less than maximum input value? NOTE: I have multiple currency pairs in my strategy, each will need to check it's own maximum spread setting.

Hi,

How often will you need the spread calculation to be made ?
I'm asking this because there is no "standard" way to implement a spread calculation on more than a single instrument, but rather a workaround as the attached example. it basically updates the spread result every 3 ticks based on a counter. I agree it is not the simplest way but it helps.

Hope this helps.

Thank you. The spread only needs to be calculated just before an order is placed. If the spread is less than set value then the trade will be placed, if it is higher than the set value then trade will not be placed. Perhaps for my solution I would only need to add the calculation block in your example before the trade is placed? I am not sure what the purpose of the "if - counter" blocks are and if they will be required in my scenario?

Please find attached a basic template I have done which shows how I "think" max spread would work - please advise if I am missing something. I would just use additional "MaxSpread" variables for other pairs, e.g. MaxSpreadEURUSD, etc.

Hi,

I've included some comments in your file.
The counter is basically the purpose of the workaround: The reason of such implementation is due to the unavailability of simple method to use multiple instruments when working with ticks compared to the method when working with candles where we can use many "Get historical candles" blocks having each one dealing with an instrument.
So the counter is simply a way to perform a cycle of 3 ticks and switch the default instrument at every tick that comes.
We'll think about another method more user-friendly in the near future.

Cheers

Thank you. Seems as though this solution slows testing down to almost real time pace. Would be great if it could b faster but completely understand limitations at this time. Thanks again for your assistance.

Hi,

It is a heavy one indeed but I would suggest to implement a spread calculation per instrument in a dedicated file. You will have as much strategies as the number of instruments.
With this solution I assume that your trading idea is not implementing a cross-instrument logic (If condition A happens on instrument X then trade instrument Y) or any logic implementing 2 instruments and more.

cheers