Is there anyway to backtest multiple instruments strategy in 1 second timeframe?

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Chee Chua
718
Chee Chua  

Is there any way to backtest multiple instruments strategy in the 1-second timeframe?

I understand that the lowest timeframe is 1 minute and would like to know if there is any possible way to work around it?

Thank you!

Alain Verleyen
37291
Alain Verleyen  
Maybe. Depends of you want exactly but it's possible to "simulate" 1-second timeframe.
Chee Chua
718
Chee Chua  

How would you simulate 1-second timeframe on MT5?

i.e. indicator: iRSI

int  iRSI( EURUSD, PERIOD_M1,14, PRICE_CLOSE);

- instead of looking at PERIOD_M1, I would like to look at PERIOD_S1

but 

Wouldn't that require repurposing the indicator

and attaching the indicator to an offline 1-second timeframe chart (which is an indicator by itself)?

Alain Verleyen
37291
Alain Verleyen  
Chee Chua:

How would you simulate 1-second timeframe on MT5?

i.e. indicator: iRSI

int  iRSI( EURUSD, PERIOD_M1,14, PRICE_CLOSE);

- instead of looking at PERIOD_M1, I would like to look at PERIOD_S1

but 

Wouldn't that require repurposing the indicator

and attaching the indicator to an offline 1-second timeframe chart (which is an indicator by itself)?

Your initial question was to ask if there is a way. Yes there is a way but that's not a simple one.

So how ? By simulating the 1-second timeframe and calculating all what need to be calculated.

Using custom data ("off-line chart") could be an other way, but not sure it's a good one, considering all MT5 data are M1 based, even custom ones.

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