Cost per trade versus tick velocity, a pairing rarely checked

[Amanhasnoname]

Cost is fixed at the spread plus commission, but the move available per unit of time is not. When ticks are sparse and price drifts slowly, the same cost takes a larger bite out of the expected gain.

Pairing the two shows when trading makes sense. A high-activity window with rapid price change dilutes the spread, since a target gets hit quickly and the cost is a small fraction of the move. A slow window means a long wait, higher exposure to random moves, and the same entry cost.

One approach is measuring expected pips per minute at different times and dividing by cost per trade. The resulting ratio highlights the sessions where the maths actually works.

Often the ratio is poor at times when the platform still shows tradeable-looking charts. Sticking to windows with a strong ratio can improve results without touching the entry rules.

It also helps with pair selection. Some pairs are cheap but sluggish, others expensive but fast, and the ratio sorts them honestly.

What does the pips-per-minute to cost ratio look like for the pairs and hours currently traded?