Basically I want to use the filter so trades are taken only under "Normal Market Conditions"
My definition of "Normal Market Condition" is when the spreads are within the average limits. Example my brokers average spread for GBPNZD is around 3 pips. But then during Market open, Market Close, News...this spread can be as high as 20-30 pips and even more. This period of hight spread sometimes is not just a few seconds or minutes...it could be as much as 2 hours during Market Open or Market Close times.
How do I filter this? Since if the block is collecting average for only a past few seconds...then for the filter....a 20 pips spread would be considered as normal.