Re: Heikin Ashi Candles, Smoothing the Noise
Posted: Sat Oct 03, 2026 5:59 am
How This Acts During Real Market Events
The 22:00 UTC Rollover: At 21:58, your baseline spread is 0.8 pips. Your dynamic limit is 2.4 pips. At 21:59, liquidity vanishes and the spread blows out to 7.0 pips. The price physically crosses your RR target, but currentSpread (7.0) > effectiveSpreadLimit (2.4). The bot blocks the execution. If price reverses during the rollover, your stop loss remains intact. If price stays at the target, the bot will instantly execute the scale-out at 22:05 when the spread compresses back down to 1.5 pips.
The High-Impact News Release (NFP / CPI): For an hour before NFP, the market dies. Your baseline spread shrinks to a pristine 0.3 pips. When the news hits, you want the bot to take profit immediately—but 0.3 pips * 3.0 means a limit of 0.9 pips, which is impossible during NFP execution. Because of the MinBaselineSpread (0.5) parameter, the math bottoms out at 1.5 pips (0.5 * 3). If the AbsoluteMaxSpread is 3.0, the dynamic filter allows the scale-out to fire up to 1.5 pips without throwing a hard API block, giving you the best chance of escaping the volatility.
The 22:00 UTC Rollover: At 21:58, your baseline spread is 0.8 pips. Your dynamic limit is 2.4 pips. At 21:59, liquidity vanishes and the spread blows out to 7.0 pips. The price physically crosses your RR target, but currentSpread (7.0) > effectiveSpreadLimit (2.4). The bot blocks the execution. If price reverses during the rollover, your stop loss remains intact. If price stays at the target, the bot will instantly execute the scale-out at 22:05 when the spread compresses back down to 1.5 pips.
The High-Impact News Release (NFP / CPI): For an hour before NFP, the market dies. Your baseline spread shrinks to a pristine 0.3 pips. When the news hits, you want the bot to take profit immediately—but 0.3 pips * 3.0 means a limit of 0.9 pips, which is impossible during NFP execution. Because of the MinBaselineSpread (0.5) parameter, the math bottoms out at 1.5 pips (0.5 * 3). If the AbsoluteMaxSpread is 3.0, the dynamic filter allows the scale-out to fire up to 1.5 pips without throwing a hard API block, giving you the best chance of escaping the volatility.