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SEMURAラボ
09/29/2026 00:33
Release： 09/29/2026 00:33
Update： 09/29/2026 00:33
SEMURAラボ
Investment style : Day Trade
Investment career : More than 10 years
Investment amount : 10 million - 50 million JPY
Hello, Semura Lab. We are diligently pursuing logic development in our daily work. ■ Lab Policy "Build long-lasting, robust systems that reflect the realities of the market." This is the most important guiding principle for our lab. Even if backtests show clean, upward-trending performance, in real markets you can be exposed to slippage. Such stories are not rare. Therefore, we design with the assumption of real-world frictions like spreads and slippage from the outset. ■ What we are particular about - We value "why it works" more than appearance of performance - We avoid over-optimization on past data and emphasize reproducible grounds - We strive for rigorous verification that does not incorporate future information - We do not skip durability checks to see if it holds in unknown markets - Not only the reasons it moves, but also honestly communicate when market conditions are not favorable ■ Why we run this lab I myself have been disappointed many times by products with exaggerated claims. "Then we should deliver the facts as they are." That is the origin of continuing logic development and verification. We may not say flashy things, but we will not compromise on facing the facts. ■ What we provide We are developing tools and logic centered on MT4 that aid operational decisions and understanding of the environment. We aim to be tools that confront the market with solid grounds, not just a vague sense of something. ■ To everyone who purchases It’s not the end at purchase; we want to accompany you in ongoing operation as well. If you have questions or notice anything, please feel free to contact us. We would be glad to be of some help.
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[Development Log] Risk Management at Economic Indicator Releases: How to Prepare for Spreads Widening and Sudden Slippage

When operating FX automated trading (EA), everyone at some point experiences a jolt at “price movement during economic indicator releases.” At the timing of employment statistics or policy rate announcements, phenomena that deviate completely from the normal logic tend to occur, and if you neglect preparations here, you can ruin the advantage of your logic. This time, we will整理 what happens at indicator releases and how to prepare.


■ What happens at indicator releases

The moment of an indicator release makes the order book thin, and orders tend to flood in in one direction. This results in two main phenomena.

One is “rapid widening of the spread.” Normally a spread of a few pips can widen to tens of pips just at the release moment. The other is “a surge in slippage.” In the short time from order placement to execution, prices can move significantly, causing fills at levels far from the expected price.

Moreover, a troublesome point is that, under normal times, orders would fill at the stop-loss level, but at indicator releases they may fill “beyond” the stop-loss level. The so-called “overshoot,” where losses are larger than expected, can threaten the very premise of money management.


■ Moments when the logic “appears broken”

The tricky part is that the abnormal price movements during indicator releases can make it look as if the “logics’ edge has collapsed.” Execution with unexpected spreads and stop-outs with unexpected slippage can lead to concerns such as “Is this logic okay?” after several occurrences.

However, in many cases this is not a problem with the logic itself, but noise caused by environmental factors. Mistaking a temporary phenomenon of indicator releases for a structural defect in the logic could lead to spending time on unnecessary modifications. Most backtests cannot accurately reproduce the thin order books and spread widening characteristic of such releases, so there tends to be a mismatch between backtesting figures and real-world numbers. In fact, if you isolate just a few minutes immediately after indicator releases and tally results, you’ll often find a profit and loss distribution that is completely different from normal times.


■ Concrete ways to prepare

There are several practical measures you can take against these risks.

・Set aside the few minutes before and after releases as a time to refrain from new entries
・For held positions, adjust the lot size before releases or close out in advance
・Widen the stop-loss width compared to normal times, or consider exiting with market orders rather than limit orders
・For important indicators (employment statistics, policy rate announcements, etc.), know them in advance via the calendar and incorporate them into the EA’s schedule

Particularly effective is the first strategy of “avoiding certain times.” Unless your logic specifically targets the moment of indicator releases, there is no need to aggressively trade during that time. To preserve edge, it is also a legitimate strategy to create a “time to avoid” on purpose. Also, since indicator release schedules vary by country and currency pair, it helps to keep track of major indicators from other currencies that could indirectly affect your trading pair to prevent unexpected spillover.


■ Be mindful of indicator releases during validation too

Another important point is to consciously decide how to handle indicator release data from the backtesting stage. Excluding release times from validation or compiling results for releases separately helps separate normal-time performance from abnormal-time performance.

If you do not separate them, a few unusually good (or bad) results during releases could distort the overall evaluation of the logic. To correctly assess the fundamental edge of the logic, treat indicator release periods as a separate factor to be considered. If you can separate them, when you later feel the performance is worse than expected in actual operation, you can calmly determine whether the cause lies in the normal-time logic itself or in the special factors during indicator releases. Separating the causes is the first step in deciding how to respond.


■ Summary: Indicator releases are also a valid strategy to avoid

The widening spreads and rapid slippage during economic indicator releases are risks that arise at a layer separate from logic design and are unavoidable. Therefore, rather than forcefully confronting them, it is practical to cope with them by avoiding certain times or adjusting positions.

Rather than chasing flashy price moves, it is wiser to keep some distance. A modest judgment, but one that is indispensable for long-term EA operation.


Also, discussions about how to respond to indicator releases and anecdotes of near misses are exchanged at the Semura_Lab Yorozu Soudanjo. If you’re interested, please feel free to join.
https://www.gogojungle.co.jp/mypage/community/485