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Hello, I encountered a problem with accessing data from other TF than the one tested in Visual Mode. For example
or similar function (iOpen, iClose etc.) always returns data of M1 bar 0 from the moment of tester start - like access to other TF data is frozen and fixed to time of start. Data from M1 is downloaded and accessible in tester. I noticed, that if I recompile indicator running in tester time of the bar 0 changes to current time but it remains the same for the rest of the test.
I searched the forum but did not find the solution.
Thank you in advance for your help.
-- EDIT 2021.08.09 --
After further investigation up to date information from other TFs is available to EAs, but not to indicators. I am not able to find this information anywhere in the documentation.
Marcin
Hi Marcin,
Thanks for posting. I was having exactly the same problem. I still have it. I can't code EAs with any of my multi-timeframe indicators. Open, Close, High, Low and Time do not get updated in the tester.
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int start = 1;
int limit;
int counted_bars = IndicatorCounted();
if(counted_bars < 0)
return(-1);
limit = Bars - 1 - counted_bars;
for(int i = limit; i >= start; i--)
{
int d_shift = iBarShift(Symbol(), PERIOD_D1, iTime(Symbol(), Period(), i), false);
double pad = iOpen(Symbol(), PERIOD_D1, d_shift); // Read open price from a higher timeframe
Print("OPEN PRICE FOR TODAY = "+ pad); // THIS VALUE NEVER CHANGES DURING A BACKTEST IN A TIMEFRAME BELOW D1.
}
}
If anyone has a solution, I would appreciate it. Backtesting indicators that use data from more than one timeframe is necessary.
I understand that the data is available inside EAs, but not in indicators called via icustom?
Thanks.