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Import Data & Virtual Tester (Development) - page 4

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Stephen Njuki
5206
Stephen Njuki  

Interesting ideas,

Sorry to contribute late here but I thought I could just give my contribution.

You seem to want to do two things:

1) Read a .csv file that has prices and dates, with the price read at a time having a corresponding datetime to the current datetime in tester.

2) Place trades based on these prices.

Of these two functions I think only the first is critical. Why? The OnTester function allows us to have custom optimization criteria so put simply you do not need to place trades. As long as you have the relevant price data, you can have your EA measure the most relevant statistics for you for each pass and simply have the tester optimize towards the result you want. And in fact if your csv file not only has the spread but also other important symbol information, for each time, then the you have more possibilities to what you can optimize towards.

Ubzen
5390
Ubzen  

@ ssnThank you for your contribution. Your idea on this could be very unique indeed. However, I've decided upon not continuing this project for a couple of reasons the primary reason below.

I found a program (free) which solves all my testing and importing needs. It's fairly new and within the beta testing phase but it's back-testing capabilities far surpasses that of meta-trader's. It's got everything I'd dream of building within a strategy-tester and even more than expected. It doesn't have the eco-system which meta-trader have developed but it's certainly a sound alternative for strategy testing. I'll recommend for a programmer type person and not-recommend for a non-programmer.

Because of the no-commercials-rule, I cannot provide the name of the program here. However, anyone interested can private message me and I'll provided the link for it.

Alberto Alejandro Marrero
1850
Alberto Alejandro Marrero  
I think its simple: mt5 have to developer the functionality to work with real tick on tester-strategy. Know its a priority for users
Alain Verleyen
Moderator
33479
Alain Verleyen  
AAMD:
I think its simple: mt5 have to developer the functionality to work with real tick on tester-strategy. Know its a priority for users
Maybe it's a priority for you, not for users. Metaquotes said (very often) they won't do that.
Marco vd Heijden
Moderator
5647
Marco vd Heijden  

Well i also tried to load historical data from other sources into strategy tester so i could use much older data by replacing and renaming the files, but they had a what i call 'broker header' and this makes the data unusable in most cases as it will generate an error saying the broker header does not match, but there is a work around to this and you would have to dive deep into the files and replace the broker header itself to load the data.

I decided not to go there as it seemed to be too much work, and the best results comes from real time testing so i prefer that route, i usually try my new EA's in visual mode on the tester for a very short time to see if it works, and then over the maximum available history in non visual mode, and then on different symbols, if that's all good i put it on a separate computer running only MT terminal and on Demo account.

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