Broker Rollover Spread Logger and EA Guard - MetaTrader 5용 지표

If you're holding positions or running automated EAs across the daily server rollover (usually 23:55 to 00:10 server time), you've probably seen liquidity dry up and bid-ask spreads jump 5x to 15x in a few seconds. Mid-price barely moves. Yet a single Ask spike can trigger a pending Buy Stop, clip a tight stop-loss on a short trade, or drag floating equity below a prop firm's daily loss limit right at midnight.

I built Broker Rollover Spread Logger to track those midnight spikes tick-by-tick and give EAs a clean pause signal. When you attach it to a chart, it scans up to 240 historical bars outside the rollover window to seed an immediate daytime baseline spread (capped at 50 points during seeding so old news spikes don't skew the average). During normal hours, it updates that baseline using an outlier-filtered exponential average. Once the clock hits your rollover window, any tick exceeding InpSpikeMultiplier (default 3.0x baseline) and InpMinSpikePts flips iCustom Buffer 0 to 1.0 .

iCustom Buffers and Telemetry

Your EA only needs to read bar index 0 via CopyBuffer . The indicator exposes three buffers and writes a summary line when the rollover window closes:

• Buffer 0 ( ExtGuardFlagBuf ): Returns 1.0 (BLOCK) on the current bar during rollover when live spread breaches your limit, and 0.0 (SAFE) otherwise.
• Buffer 1 ( ExtCurSpreadBuf ): Current Bid-Ask spread in points on every tick.
• Buffer 2 ( ExtPeakSpreadBuf ): Highest spread recorded during the active or most recent rollover session.

If InpWriteCsvLog is enabled, it also appends the date, peak points, peak timestamp, baseline spread, and spike ratio to MQL5/Files/Rollover_Spread_Log_<Symbol>.csv so you can audit your broker's midnight execution over weeks of live trading. Global variables keep the baseline intact across timeframe changes (expiring automatically if stale for more than 48 hours).

EA Integration Snippet (MQL5)

int g_rolloverGuardHandle = INVALID_HANDLE;

int OnInit()
  {
   g_rolloverGuardHandle = iCustom(_Symbol, _Period, "Broker_Rollover_Spread_Logger");
   if(g_rolloverGuardHandle == INVALID_HANDLE)
      return(INIT_FAILED);
   return(INIT_SUCCEEDED);
  }

bool IsRolloverSpreadSafe()
  {
   double flag[1];
   if(CopyBuffer(g_rolloverGuardHandle, 0, 0, 1, flag) <= 0)
      return(true);
   return(flag[0] < 0.5); // false when Buffer 0 == 1.0 (BLOCK)
  }

Input Parameters

Technical Scope

This tool covers live, single-symbol rollover spread tracking and iCustom EA gating. It doesn't reconstruct historical M1 equity curves across multiple symbols, calculate Central European Time (Prague 00:00 CE(S)T) High-Water Marks from HTML Strategy Tester reports, or run static source code checks. If you want to audit backtest reports against prop firm daily drawdown rules before going live, or need an automated equity and news circuit breaker that flattens open trades prior to a breach, see the risk tools on my MQL5 profile.