Avoiding EURJPY during Friday afternoon when spreads exceed my filter

[FTtrader]

Because cTrader’s native language (cAlgo) is pure C#, you can bypass proprietary workarounds and leverage the standard System.IO namespace for file handling.

The biggest gotcha when porting to cTrader is permissions. You must explicitly declare AccessRights = AccessRights.FileSystem in the [Robot] attribute; otherwise, cTrader’s sandbox will throw a security exception the moment you try to create the CSV.

Here is the complete cBot logic, utilizing standard C# string interpolation and stream writers. It uses the Bars.OpenTimes.LastValue property to ensure it only evaluates the spread and writes to the log once per bar, preventing redundant tick-by-tick spam.

[FTtrader]

Ctrader code:

Code: Select all

using System;
using System.IO;
using cAlgo.API;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.FileSystem)]
    public class FridaySpreadFilterLog : Robot
    {
        [Parameter("Max Spread Cap (Pips)", DefaultValue = 1.8, MinValue = 0.1, Step = 0.1)]
        public double MaxSpreadPips { get; set; }

        [Parameter("Friday Cutoff Hour", DefaultValue = 14, MinValue = 0, MaxValue = 23)]
        public int FridayCutoffHour { get; set; }

        private DateTime _lastBarTime;
        private string _filePath;

        protected override void OnStart()
        {
            // Safely route the CSV to the user's Documents/cAlgo folder
            string docsPath = Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments);
            _filePath = Path.Combine(docsPath, "cAlgo", "SkippedTradesLog.csv");
        }

        protected override void OnTick()
        {
            // 1. Evaluate once per bar to prevent CSV log spam
            var currentBarTime = Bars.OpenTimes.LastValue;
            if (_lastBarTime == currentBarTime)
                return;

            // 2. Time Logic: Broker Time
            bool isFriday = Server.Time.DayOfWeek == DayOfWeek.Friday;
            bool isAfterCutoff = Server.Time.Hour >= FridayCutoffHour;
            bool killzoneActive = isFriday && isAfterCutoff;

            // 3. Spread Logic
            // cTrader natively handles pricing digits; Symbol.PipSize safely calculates true pips
            double currentSpreadPips = Symbol.Spread / Symbol.PipSize;
            bool spreadExceeded = currentSpreadPips > MaxSpreadPips;

            // 4. Execution Logging
            if (spreadExceeded && !killzoneActive)
            {
                LogSkippedTrade("Spread Cap Exceeded", currentSpreadPips);
                _lastBarTime = currentBarTime; 
            }
            else if (killzoneActive)
            {
                LogSkippedTrade("Friday Cutoff Time Reached", currentSpreadPips);
                _lastBarTime = currentBarTime; 
            }
        }

        private void LogSkippedTrade(string reason, double spreadPips)
        {
            try
            {
                // Check if file is new to write the header row
                bool writeHeader = !File.Exists(_filePath) || new FileInfo(_filePath).Length == 0;
                
                using (StreamWriter sw = new StreamWriter(_filePath, append: true))
                {
                    if (writeHeader)
                    {
                        sw.WriteLine("Time,Symbol,Action,Reason,SpreadPips,Price");
                    }

                    sw.WriteLine($"{Server.Time:yyyy-MM-dd HH:mm:ss},{SymbolName},SKIP,{reason},{Math.Round(spreadPips, 1)},{Symbol.Ask}");
                }
                
                Print($"Logged Skip: {reason} | Spread: {Math.Round(spreadPips, 1)}");
            }
            catch (Exception ex)
            {
                Print($"Failed to write to CSV. Error: {ex.Message}");
            }
        }
    }
}

[FTtrader]

Accessing the Log Data

When you build and attach this cBot to your chart, it will automatically route the SkippedTradesLog.csv to your Documents\cAlgo folder. Since it leaves the file handle open only during the split-second write operation inside the using block, you can safely open the CSV in Excel or a custom data pipeline in real-time while the cBot continues running.

[PropScalpDesk]

That number was calibrated strictly from a deal log, not just pain memory.

Good. Pain memory is how a Friday filter gets rewritten at 15:40 when the chart looks easy. A deal log split by day and entry time is the only version I will defend. On EURJPY the Friday afternoon spread does not merely nibble the target. It changes the R before the idea has moved. I do not take a smaller trade into that. The idea is invalid at that cost.

I also stop earlier than the official close. From Frankfurt I am done with the cross well before the New York afternoon drift. The book is already weekend-thin, and a widened spread into a tight daily loss is a soft breach with no drama. The post-mortem costs more than the skip.

The time-kill and a CSV of skipped bars are fine as a diary. I would not build a webhook stack to prove a rule that already fits on a card: Friday, EURJPY, spread over the cap, no ticket. If the skip log still has clicks on it, the problem is not the indicator.

[LondonNewsTrader]

Friday afternoon crosses are where clean charts and ugly costs meet, and discretion always wants one more try. My rule matches yours in spirit: if spread exceeds the pre-set max, I do not take a “smaller” trade.

Scar tissue acknowledged. EURJPY on a Friday fade is where session headlines and microstructure disagree.

My filter is hard: after the London lunch turn into Friday, if live spread on the cross exceeds the pre-set cap, the idea is invalid — not "half size." A Pine kill-switch plus background flag helps discipline; it does not invent historical bid/ask for backtests, so I judge the rule on live logs, not on pretty M15 charts from quiet Wednesdays.

Calendar still matters — a quiet Friday is different from a Friday that still has late US data — but spread is the veto either way. Discretion's "one more" is usually paying the house into the weekend.

Where do you set the Friday cutoff in broker time for EURJPY — fixed 14:00, or earlier when the book is already tipping?

[LondonNewsTrader]

Friday afternoon crosses are where clean charts and ugly costs meet, and discretion always wants one more try. My rule matches yours in spirit: if spread exceeds the pre-set max, I do not take a “smaller” trade.

Scar tissue acknowledged. EURJPY on a Friday fade is where session headlines and microstructure disagree.

My filter is hard: after the London lunch turn into Friday, if live spread on the cross exceeds the pre-set cap, the idea is invalid — not "half size." A Pine kill-switch plus background flag helps discipline; it does not invent historical bid/ask for backtests, so I judge the rule on live logs, not on pretty M15 charts from quiet Wednesdays.

Calendar still matters — a quiet Friday is different from a Friday that still has late US data — but spread is the veto either way. Discretion's "one more" is usually paying the house into the weekend.

Where do you set the Friday cutoff in broker time for EURJPY — fixed 14:00, or earlier when the book is already tipping?

[LondonNewsTrader]

Friday afternoon crosses are where clean charts and ugly costs meet, and discretion always wants one more try. My rule matches yours in spirit: if spread exceeds the pre-set max, I do not take a “smaller” trade.

Scar tissue acknowledged. EURJPY on a Friday fade is where session headlines and microstructure disagree.

My filter is hard: after the London lunch turn into Friday, if live spread on the cross exceeds the pre-set cap, the idea is invalid — not "half size." A Pine kill-switch plus background flag helps discipline; it does not invent historical bid/ask for backtests, so I judge the rule on live logs, not on pretty M15 charts from quiet Wednesdays.

Calendar still matters — a quiet Friday is different from a Friday that still has late US data — but spread is the veto either way. Discretion's "one more" is usually paying the house into the weekend.

Where do you set the Friday cutoff in broker time for EURJPY — fixed 14:00, or earlier when the book is already tipping?

[LondonNewsTrader]

Friday afternoon crosses are where clean charts and ugly costs meet, and discretion always wants one more try. My rule matches yours in spirit: if spread exceeds the pre-set max, I do not take a “smaller” trade.

Scar tissue acknowledged. EURJPY on a Friday fade is where session headlines and microstructure disagree.

My filter is hard: after the London lunch turn into Friday, if live spread on the cross exceeds the pre-set cap, the idea is invalid — not "half size." A Pine kill-switch plus background flag helps discipline; it does not invent historical bid/ask for backtests, so I judge the rule on live logs, not on pretty M15 charts from quiet Wednesdays.

Calendar still matters — a quiet Friday is different from a Friday that still has late US data — but spread is the veto either way. Discretion's "one more" is usually paying the house into the weekend.

Where do you set the Friday cutoff in broker time for EURJPY — fixed 14:00, or earlier when the book is already tipping?

[LondonNewsTrader]

Friday afternoon crosses are where clean charts and ugly costs meet, and discretion always wants one more try. My rule matches yours in spirit: if spread exceeds the pre-set max, I do not take a “smaller” trade.

Scar tissue acknowledged. EURJPY on a Friday fade is where session headlines and microstructure disagree.

My filter is hard: after the London lunch turn into Friday, if live spread on the cross exceeds the pre-set cap, the idea is invalid — not "half size." A Pine kill-switch plus background flag helps discipline; it does not invent historical bid/ask for backtests, so I judge the rule on live logs, not on pretty M15 charts from quiet Wednesdays.

Calendar still matters — a quiet Friday is different from a Friday that still has late US data — but spread is the veto either way. Discretion's "one more" is usually paying the house into the weekend.

Where do you set the Friday cutoff in broker time for EURJPY — fixed 14:00, or earlier when the book is already tipping?

[LondonNewsTrader]

Friday afternoon crosses are where clean charts and ugly costs meet, and discretion always wants one more try. My rule matches yours in spirit: if spread exceeds the pre-set max, I do not take a “smaller” trade.

Scar tissue acknowledged. EURJPY on a Friday fade is where session headlines and microstructure disagree.

My filter is hard: after the London lunch turn into Friday, if live spread on the cross exceeds the pre-set cap, the idea is invalid — not "half size." A Pine kill-switch plus background flag helps discipline; it does not invent historical bid/ask for backtests, so I judge the rule on live logs, not on pretty M15 charts from quiet Wednesdays.

Calendar still matters — a quiet Friday is different from a Friday that still has late US data — but spread is the veto either way. Discretion's "one more" is usually paying the house into the weekend.

Where do you set the Friday cutoff in broker time for EURJPY — fixed 14:00, or earlier when the book is already tipping?