Helo Traders,
I just uploaded Express Generator v2.69
Added Max Spread protection option.
The option format is --max-spread-protection 0
Zero mean off. It can be set in three different variants
- points: --max-spread-protection 42
Manually set a concrete value of the spread protection in points.
- as a multiplier of the average non-gap spread: --max-spread-protection 2.5A
Note the capital "A" after the digits. When this option is used, the program calculates the average spreads of the non-gap bars and multiplies the value with the given multiplier.
- as a per cent of all spreads: --max-spread-protection 90%
In this case, it will find what is the 90% value of the spreads in the data series and will convert it in points. It means, you will skip 10% of the bars with the highest spread for entries.
The Max Spread protection works only if the historical data contains dynamic spread data. These are data files provided by EA Studio and the files you export from MetaTrader 5.
; Max Spread Protection in points, average, or in %. Zero means "off".
; It can be used when generating new and when validating imported collections.
; When used in validation, it updates the maxSpreadProtection option of the strategies.
; Examples: max_spread_protection = 42 // Fixed 42 points
; max_spread_protection = 90% // Max spread is set to 90% of the spreads in the data series
; max_spread_protection = 2.5A // Max spread is set to 2.5 * Average Spread.
max_spread_protection = 0
Trade Safe!