Getting Real-Time Tick Close[0] on other pairs

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Hi

 

i'm trying to create a virtual multi-currency backtesting tool in MT4.

 

I have an issue with iMA(). as far as i know, iMA uses Close[0] in its computation, meaning the tick data, but when i try to compute iMA on other pair than the one selected in the Strategy Tester, i have constant outputs for the whole selected period

whereas if i select the same Symbol as the Strategy tester, i have different values of iMA every tick. 

 

Is there a solution to that issue?

 

thanks

 

Jeff 

 
  1. iMA() is not based on "close" but instead depends on which "applied_price" is selected by the parameter (read documentation).
  2. iMA() works on "bar" data, NOT "tick" data (read documentation). Obviously, if looking at the current bar, where the close is changing on every tick; depending on the "applied_price" selected it can have an impact (but only on the current bar).
  3. In the Strategy Tester, you cannot use iMA() on any other symbol besides the one being tested (read documentation). Hence, you cannot test multi-currency EA's in MT4's Strategy Tester.
 

thnks

 

can't i open the history files directly and look for tick data  there ?

 

Jeff 

 
ionone: can't i open the history files directly and look for tick data there ?

There is no "tick" data in the history files, only "bar" data, namely Open, High, Low, Close, etc.

However, I have never tested opening "active" HST files (as apposed to "offline" HST files), so cannot confirm if HST files can or cannot be read directly.
 
there is tick data in the history files i use (TickStory and Dukascopy =99.90% quality backtests)
 
ionone:
there is tick data in the history files i use (TickStory and Dukascopy =99.90% quality backtests)

No, you are mistaken. The normal history files ".hst" have no tick data, only OHLC Bar data. However, when you use the Strategy Tester under normal conditions, it generates ".fxt" files with "emulated" tick data based on the Bar data.

TickStory, on the other hand, produces ".fxt" files (which you have to make read-only, so that MT4 does not overwrite them) that have "real" tick data and not "emulated" tick data.

TickStory, also generates the accompanying  ".hst" files (that include only OHLC bar data), but if you only want OHLC Bar data generated (i.e. only the ".hst" files), then un-select all the "FXT" timeframes.

EDIT: However, please note that TickStory is a 3rd Party tool and that it should not really be discussed here, but rather you should use its own forum to address issues with its use.

 
so is there a way to open the .fxt's?
 
ionone:
so is there a way to open the .fxt's?

You can open FXTs as long as they are in the sandboxed area and not the normal "history" folder. However, more importantly, do you even know how to read the FXT structure?

It will probably be easier for you to read your "own" file structure, which you can export from TickStory (please refer to their Documentation and Forum on how to do that).

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