Logging average spread by hour reveals when the broker widens it

[Amanhasnoname]

Brokers publish typical spreads, but those are averages across the whole day. The real picture changes hour by hour, and it's worth measuring.

A simple script or expert advisor can record the spread every few seconds and write it to a file. After a week or two, plotting average and maximum spread by hour shows the pattern clearly. Quiet hours, rollover, news windows and session transitions all show up.

Some brokers widen spreads systematically at certain times. Others keep them steady until volatility hits. The data shows which type is in use.

It also allows a smarter trading schedule. If the spread triples between 21:00 and 23:00 server time, there is little reason to scalp then.

The log also provides evidence in case of a dispute with the broker about unusual spreads.

Once the logger has run for a month, the output often shows a couple of surprising windows where costs are consistently worse. Those are the hours worth cutting first, because removing them lifts the average without touching the strategy logic at all.

Has anyone built a spread logger, and what surprised them most?