Steve, because we see crazy spreads with IBFX tick-by-tick, it might a shame to void a basket or pair when spread is to high at time of open on a particular tick since the the next tick spread for a particular pair might fall back down to acceptable range. Once your EA places the basket order, is it possible for you to add a little variance and if within a minute or so, spread for one of the pairs that wasn't traded because of high spread be added back into the basket, so we still might have a good possiblity of trading the whole basket within a...
Although IBFX goes in for some wild spread changes, these tend to be with the same culprit pairs - NZD and AUD pairs especially. I assume this is because they do not want traders to deal with these pairs. I think this means that trades in these pairs will be impossible to send most of the time.
To wet your appetites, guys, 'KG flexible basket trading EA' is on its way. This will combine the existing functionality with the option to trade the original strategy instead - using the red and white lines combined with KG RS GROUP and Eddie's rule. I will post it as soon as I know the code works.
)
