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?
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
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.