No, SQ doesn’t do this. One reason is that, unless you are loading real tick data that has the correct variable spread, the spread is fixed in SQ. I’m guesisng most users are loading 1minute bar data, which being a OHLC bar, loses the variable tick-by-tick spread.
It is very easy to add this restriction to the resulting EA (MQ4 code) though and backtest in MetaTrader as long as you are using Birt’s Tick Data Suite with real variable spread.
Maybe you could request this as a feature in SQ4 though?
even if you have tick data available you still cannot see the market depth – the best ask/bid prices to determine bid-ask spread at any moment. Tick data just represents executed trades. I think the only way is to add a condition to your final strategy code to prevent trading when spread is too wide. This is pretty simple
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