Defining Maximum Spread

2bnnp
12 Apr 2019, 19:43

        [Parameter("Max. spread in Pip", DefaultValue = 2, MinValue = 0, Step = 0.1)]
        public double MaxSpread { get; set; }


        #region spread logic

        /// <summary>
        /// returns true if spread is smaller than max spread
        /// </summary>
        /// <returns></returns>
        bool Spread()
        {
            double spread = Symbol.Spread;
            double size = Symbol.PipSize;
            double maxSpreadPip = MaxSpread * size;
            if (spread < maxSpreadPip)
            {
                return true;
            }
            else
            {
                return false;
            }
        }

        #endregion

add this in the main class, you can then use it like so: 

protected override void OnBar()
        {
            if (TimeWindow() && Spread())
            {
                ManagePositions();
            }
        }