Spread Attack Replay Demonstrator
Traders using very tight stops are often warned that a spread-widening event - around news, at rollover, or during thin liquidity - can take out a stop with no real price move at all, purely because the spread itself grew wider than the stop distance. That warning is usually qualitative. This tool measures it: no standard "recorded spread-event file" format exists to download, so it is genuinely self-contained - RECORD mode watches this account's own live spread and logs each distinct widening episode (start time, duration, peak spread) to a CSV file the moment the spread first clears a configurable threshold and again the moment it drops back down, rather than logging every tick of a sustained wide-spread period as a separate row. REPLAY mode reads that same file back and checks a fixed ladder of common "tight" stop distances (3, 5, 8, 10, 15, 20 and 30 pips) against every recorded episode's peak spread, reporting how many episodes alone - with no price movement required - would have exceeded each stop distance. The result is a concrete, symbol-specific answer built from this account's own recorded spread behaviour, not a generic claim about spread risk in the abstract. Notes and limitations The recorded history is only as good as the period it was recorded over - a quiet session with no news releases will log few or no episodes, and the replay comparison needs a genuine sample to mean anything. This tool measures spread widening only; it does not model actual stop-order execution mechanics (a real stop-loss is normally triggered against the Bid for a long or Ask for a short at the moment the spread widens, and slippage on top of that is a separate, unrecorded effect). Results are specific to the symbol and broker this account was connected to while recording - they do not generalise to a different symbol or broker without recording that combination separately.
Expert advisor · MT5 · v1.0 · Free
About Spread Attack Replay Demonstrator
Spread Attack Replay Demonstrator is a script for MetaTrader 5. It has 4 settings, such as Mode, Widening threshold pips and Event file name. MQL source code included.
Files in the download: SpreadAttackReplay.ex5, SpreadAttackReplay.mq5, SpreadAttackReplay.txt.
Settings
| Setting | Default | What it does |
|---|---|---|
| Mode | MODE_RECORD | Tool mode |
| Widening threshold pips | 3.0 | Spread level (pips) that starts a recorded episode |
| Event file name | SpreadAttackReplay_Events.csv | File name inside MQL5\Files |
| Recalc seconds | 5 | Minimum seconds between REPLAY recalculations |
How to install
- Download the ZIP from your PolyMaria library and unzip it.
- In MetaTrader 5 open File → Open Data Folder, then go to MQL5 → Scripts.
- Copy the .mq5 file(s) there. Put any .mqh files in MQL5 → Include.
- Open the .mq5 file in MetaEditor and press Compile (F7) if MetaTrader does not show it.
- Drag the script onto a chart to run it once.
Tags: News Trading · MT5 Expert Advisor · MQL5 Source Code