News filters for NFP, FOMC, and CPI: minute windows that make sense

Everyone wants to hard-code a safety net for high-impact events like NFP or FOMC. The biggest mistake is picking arbitrary numbers like 60 minutes before and after without looking at your own execution data. You end up missing the actual volatility that your strategy might be designed to capture, or worse, you get flat just before a major move that would have been profitable.

Instead of following forum folklore, you need to log your slippage and spread data during these windows. If your broker consistently widens spreads to an un-tradable level 10 minutes before the print, that is your filter window. Anything longer is just guessing. Most retail EAs fail because the pause window is too wide, turning off the engine when the opportunity is highest.

Here is a simple way to test your filter settings:

• Log the spread and fill latency for the 30 minutes surrounding a major print.
• Compare your strategy's hypothetical performance with the filter ON vs OFF.
• Check if the slippage cost exceeds the expected edge of your trades.

I prefer using ForexFactory to track the event times, but the filtering logic should live in your backtest environment. If you are using something like QuantConnect to run your historical simulations, you can simulate the spread widening to see if your strategy is actually fragile or just being overly cautious.

Are you basing your pause windows on actual slippage data, or are you just using standard 30-minute buffers?