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Spread Statistics: Recent Spreads and Period Average

Article MQL5 code base
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Summary

This display reports recent spread observations and calculates an average spread over a user-selected averaging period. It shows the latest seven spread values alongside the period average, offering a compact view of recent spread behavior and its relation to a broader average.

Users can configure the averaging period as well as the background and text colors and their transparency. The description does not identify the instrument or venue, explain how spread observations are sampled, or provide a trading rule based on the figures. It is therefore a monitoring aid for spread levels rather than a complete execution method or strategy, and no performance evidence is presented.

Key ideas

  • The display shows the most recent seven spread readings.
  • It calculates an average using a configurable averaging period.
  • Background and text colors and transparency can be adjusted.
  • The description does not define sampling details or a strategy for acting on the readings.

Tags

Market microstructureExecutionStatistics

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.