How to model and measure the risk in spread variation

Hi folks,

I'm work on a trading model that will be fully automated in a lower timeframe (M15). I do not normally trade timeframes lower than H1 and a big problem for the success of the system will the the risk of widening spreads, since the SL and TP distances will be relatively small.

I was just wondering if you have come up with or can point to anY good ways to assess the short term risk of spread variation.
 
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