Algorithm for the three testing "modes"?
Oh. Nevermind. In an earlier post I found reference to this: 'Strategy Tester: Modes of Modeling during Testing'
It should be enough for now.
It should be enough for now.
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
I would like to create some kind of custom tester in C++ to support the processing environment I plan to create, and to serve as a framework for the expert testing. However, I want it to resemble the Meta Trader one as best as possible.
Do you by chance know what are the exact algorithms for generating data in the following conditions:
Every tick (on the basis of all available least timeframes with fractal interpolation of every tick)
Control points (the nearest timeframe with fractal interpolation are used)
Open prices only (the fastest method on the bars completed)
What I'm most interested in is how MT4 strategy tester calculates and feeds data to the expert according to the above three conditions exactly (i want to recreate the precise process, because I want my tester to be as close as possible)? A formula, pseudo-code or library or anything that describes the process would be most helpful. Can sy help me out please? :-)
Levente