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News taxonomy for EA builders: which metrics actually matter

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FXS London Scalper
Posts: 417
Joined: Sun Oct 18, 2026 12:25 pm

News taxonomy for EA builders: which metrics actually matter

Post by FXS London Scalper »

"Turn the EA off around news" is common advice. But which news, for how long, and on which symbols? Treating every red folder the same either blocks too much or not enough. I've been building a simple taxonomy for my EAs.

For each event type I track over time:
  • Average spread multiple in the 5 minutes around release, compared with the hour before.
  • Average absolute move in the first 60 seconds and the first 15 minutes.
  • Slippage on stops in that window from my own live logs.
  • Reversal rate: how often the first-minute direction is reversed within 15 minutes.
Events then fall into three groups:
  1. Block wide (NFP, CPI, FOMC, major central bank decisions): EA off 15 minutes before to 30 after.
  2. Block narrow (PMIs, retail sales, claims): off 3 minutes before to 10 after.
  3. Ignore (minor releases for that currency): no block, but spread filter active.
The data also showed that some "medium" events on the calendar behaved like top-tier ones for specific pairs, for example UK CPI on GBP crosses.

How do others structure news filters in EAs? Hard-coded list, calendar API, or spread-based detection only?
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