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Algo’s and forex spreads

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amby

Subscriber, bbp_participant, sq-ultimate, 1 replies.

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1 year ago #279047

Hi everyone.  I’m considering switching to automated trading and have been checking out the SQX trial version.  But I’ve a question about how algo’s deal with spreads?

How do forex algo’s deal with the problem when spreads increase substantially at end of day. Do you have to program algo’s to not enter and exit trades during those times?  Is this what traders do?  If not how do you simulate the impact of those huge spreads in backtests if trades open/close during those times?  Is this something that can be done in SQX?

And then is there a way to prevent algo’s from trading during high impact news?

 

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tomas262

Administrator, sq-ultimate, 2 replies.

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1 year ago #279070

Hi,

it can be easily setup using AlgoWizard so that EA does not trade at specific times. You can see an example here as well: https://strategyquant.com/forum/topic/start-trading-on-monday-at-specific-time/

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