@graziani: How about this for simple. FileRead( my.csv ); FileRead( my.market.info ). Replace your Marketinfo() with vMarketInfo(). DrawObjects as strategy tester moves. Make a Report.......Done. :), So what u think? Easier said than done right?
Moving outside of mt4 or mt5 wouldn't work because I'm trying to gather support from coders similar to myself moving from mql4-mql5. In order to keep motivated about such projects, it need successful adaptation by others, if only for testing|bug-reporting purposes. I like the Agents and the Optimizers, I was hoping someone would say it's easy to implement (here's how) :(. Lets face it, all the feature within mt4/mt5 is-not going to be supported with the first version of this VST.
Getting support for data, market-info, market-execution, multi-currency and a simple reporting is what's needed at this time. The more people who can volunteer anytime on this project the more successful it'll be. If the project becomes about moving outside mt, we'll have to built all the above + allot of other things we'd never had to consider before.
I was really hoping we could use ready-built mql5 codes. If no-one suggests a way of doing this angevoyageur#1, then we'll move on to angevoyageur#2.
I admire your enthusiasm, but I don't see a way you can do this within MQL5.
You want the MT5 to work on its time scale, but with your data, ignoring it's own data.You have to override importing MT5 data arrays into indicators and EAs (and provide your own),create virtual market order system (you cant force MT5 to execute market orders on your values),calculate the statistics of your results, and then force MT5 to present this statistics as its own.Not to mention that you should also make this work on agents.
As already said, you need to get out of MT5. Within MT5, there is almost nothing you can do, perhaps the system i described above, and that's all.
Indeed, if I look at hcc file for EURUSD 1971.hcc it's 71K, but 1971.hcs is only 49K. So the ST emulate ticks on each run.
Creating a custom market ? Can you elaborate ?