e-Mike
Sep 25 2010, 11:20 AM
Hello Chris,
I have a problem with my TS because variable spreads eat all my profit and even more

. Can you provide/implement in next version the new function which will return value of variable spread at every tick for specific instrument?
Regards,
Mike
cskidmore
Sep 25 2010, 01:28 PM
Hi Mike,
I'm not sure it would be possible to do that in the scripting language. Even if we created a function that returned the value of the spread, that function would not be able to look into the past (at each corresponding signal, for example) and determine what the spread was at that time. The only way to be able to do that is to be able to examine the bid and ask prices simultaneously for a particular instrument and chart interval. Currently that is not a feature that VT Trader's scripting language allows, however, we will consider it for possible implementation in the future.
Regards,
Chris