I have a strategy coded based on RSI with a condition that the bid - ask spread be within .03 for long entries only. This runs on thinly traded nasdaq stocks that typically have big spreads. Example; current bid - ask is 5.00 X 5.20. My RSI rule is met. I'm wanting to buy the ask at 5.03 if / when the bid - ask condition is met. How do I prevent this from buying the ask at 5.20 is someone jumps the bid to 5.17? What other rule, indicator or condition can I apply? Thoughts, comments, suggestions much appreciated.