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dnel
10
dnel 2014.09.17 04:17 
1. It seems that, in automatic settings, an Expert Advisor is run tick by tick. In stock or futures applications, a tick typically means a trading order. However, the historical data are all based on Open-High-Low-Close prices (plus Volume) of a one-minute bar. 

Does it mean that the minute bar information (the prices and the volume) should be perceived as the tick? 

If "Yes", does it imply that the bar information becomes updated every minute? What is the maximum possible delay in execution of the Expert Advisor relative to the moment when the latest bar information was received? 

If "No", where can I get the tick by tick data, where a tick is a trading order?

2. Is it possible to execute the Expert Advisor at any moment, not just right after receiving the latest trade/bar information?
If "Yes", how?

3. It looks like that just one script can exist at a moment. If this statement was correct, would it be possible to open and close a script multiple (say, 100) times during a trading day? If "Yes", could you provide me with an example?

Thank you for the help.
whroeder1
13596
whroeder1 2014.09.17 16:22  

dnel:
If "Yes", does it imply that the bar information becomes updated every minute? What is the maximum possible delay in execution of the Expert Advisor relative to the moment when the latest bar information was received? 
If "No", where can I get the tick by tick data, where a tick is a trading order?

Neither. It means the tester generates ticks based on OHLCV Strategy Tester: Modes of Modeling during Testing - MQL4 Articles

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