The spread on the screen and the spread paid on entry aren't always the same number

[Shadow Trader]

Spread displays are usually a running figure on the chart or in the market watch window. It looks authoritative. A scalper glances at it, sees 0.3, and enters. By the time the order reaches the server, the spread may have changed.

On quiet pairs, the difference is small. On volatile moments, it can be enough to turn a trade with a two pip target into a loser from the first tick.

Logging the displayed spread at the moment of the click and comparing it with the actual cost of the fill exposes the pattern within a hundred trades. The cleanest fix is building a spread filter into the entry rule itself, so trades only happen when the spread is under a limit at the instant of execution.

How large has the gap between displayed and paid spread been on a live account?