Import Data & Virtual Tester (Development) - page 3

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Ubzen:
FileRead of .csv is simple enough. However we'll need Market-Info. Example calculating Tick-Value of USDJPY.
Seems to me that having marketinfo data is not a big deal. But how to use these data to test an EA ?
 
angevoyageur: Seems to me that having marketinfo data is not a big deal. But how to use these data to test an EA ?

Take your mind off the visualizer for a second. (I know makes it hard to visualize). Now move price aka - [Bid Prices] within an array ++ from left to right. At every new array in this case m1, you inquire what is the bid? Followed by what is the Ask, since we didn't save Ask, this would be represented by the Market_Info(Spreads). If the Spread==1(Points) <-This could be part of the data or a user imput. In this example its the user imput.

Following on the first example, someone decides to place an Order, as the Array moves and Prices moves. It's Necessary to calculate how-much profit the order has. OrderProfit == OrderOpenPrice-OrderClosePrice*Market_Info(Tick_Value)*OrderLots*Direction. Something like that :)

 
We have to examine this, seems very interesting.
 
angevoyageur: We have to examine this, seems very interesting.
Yea.. mt5 Indicators have allot of useful draw features. Example draw Bars and Candles or something like that. Also since there's no limit on them. I intend to abuse them to the fullest :))). I'm not sure where I read about testing of indicators. But that could be helpful too.
 
Ubzen:
Yea.. mt5 Indicators have allot of useful draw features. Example draw Bars and Candles or something like that. Also since there's no limit on them. I intend to abuse them to the fullest :))). I'm not sure where I read about testing of indicators. But that could be helpful too.
With iCustomChart, we can build EA, so we can also imagine to build a Strategy Tester. But then only EA who are builded with the adequate libraries can be tested. This is not my first idea, I was thinking about a VTS that can test any EA.
 

Couple of Design Structures I have within my head currently. Now I don't know they'll be possible, however it creates direction.

- Chart Import Type=.CSV [because users can easily view and modify]

- Smallest TimeFrame=1_Minute (Still Considering 1_Second)

- Market-Info Spread= Both. [Inside the Data] && [User Imput] Toggle.

- Market-Info Others= All user Imput.

- Visual Mode= Indicator Drawn Charts. On Black_Out Template.

- vOrder_Syntax= Mql-4 (Still Considering Mql-5)

- I want to use Arrays for Storing all Calculations. Earlier choice was Binary Files.

 
Ubzen:

Couple of Design Structures I have within my head currently. Now I don't know they'll be possible, however it creates direction.

- Chart Import Type=.CSV [because users can easily view and modify]

- Smallest TimeFrame=1_Minute (Still Considering 1_Second)

- Market-Info Spread= Both. [Inside the Data] && [User Imput] Toggle.

- Market-Info Others= All user Imput.

- Visual Mode= Indicator Drawn Charts. On Black_Out Template.

- vOrder_Syntax= Mql-4 (Still Considering Mql-5)

- I want to use Arrays for Storing all Calculations. Earlier choice was Binary Files.

So your idea was to use libraries to build EA that can then be tested with own data. Maybe this is the only possibility.
 
angevoyageur:
With iCustomChart, we can build EA, so we can also imagine to build a Strategy Tester. But then only EA who are builded with the adequate libraries can be tested. This is not my first idea, I was thinking about a VTS that can test any EA.

Did you come up with ideas on how this would test any EA's?

If that's what you're suggesting, then you'll have a couple of obstacles.

1>and easiest is decrypting the current data-file. Three problems with that, a) meta-quotes wouldn't like you. b) bugs and c) change by mq in future, u'll have to keep updating.

2>i cannot think of a way of supporting all the commands and objects, things which work, things which doesn't work. And if these thing changes in future. u'll have to keep updating.

3>more files to decrypt, thats assuming that you want to change the market environment provided.

Like I said before, don't think we can make it as simple as. Code your EA with mql5 and VST takes over. But want to hear how you could over come these. 

 
Ubzen:

Did you come up with ideas on how this would test any EA's?

If that's what you're suggesting, then you'll have a couple of obstacles.

1>and easiest is decrypting the current data-file. Three problems with that, a) meta-quotes wouldn't like you. b) bugs and c) change by mq in future, u'll have to keep updating.

2>i cannot think of a way of supporting all the commands and objects, things which work, things which doesn't work. And if these thing changes in future. u'll have to keep updating.

3>more files to decrypt, thats assuming that you want to change the market environment provided.

Like I said before, don't think we can make it as simple as. Code your EA with mql5 and VST takes over. But want to hear how you could over come these. 

I only just realized the implications of the two possibilities. We must think.
 
angevoyageur:
I only just realized the implications of the two possibilities. We must think.
I think where the compromise could be made with my solution is making the syntax of the library as simple to the coder-as-possible. Example OrderSend() == vOrderSend(). And by listing what the VST supports.
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