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Spread Size Filter with NT8 Strategy Builder

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    Spread Size Filter with NT8 Strategy Builder

    Hey all, trying to build a Boolean filter within the SB that will only allow trades when the bid/ask spread is under 22ticks. I'm pretty sure I set up the Boolean part correctly, however I'm not so sure the actual "filter" is correct. (See pic below) The pic show the event of the spread being to big. The "tick" size is linked to an input and currently set to 1. Any thoughts?

    #2
    Hello White Fork,

    Something to keep in mind:
    Using Price -> Ask here in the Strategy Builder would use GetCurrentAsk().
    In realtime this would be the current as price. In historical (without TickReplay), this would return the bar close price.
    From the help guide.
    "When accessed during State.Historical, the Close price of the evaluated bar is substituted. To access historical Ask prices, please see Developing for Tick Replay."
    https://ninjatrader.com/support/help...currentask.htm

    I'm not sure what the SpreadOffset value is set to, but yes, this would add that many ticks to the whatever the current bid is.
    This condition checks that the current ask is less than the bid plus however many ticks the SpreadOffset represents. If SpreadOffset is set to -20 this would subtract 20 ticks.

    I would recommend you print these values to ensure these are the values you want.
    Below is a link to a forum post that includes a video that demonstrates how to use prints in the Strategy Builder to print the values used in the conditions.
    https://ninjatrader.com/support/foru...121#post791121
    Chelsea B.NinjaTrader Customer Service

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