Is there a way to use 1 HOUR OHLC modelling while backtesting
Your understanding is wrong.
It creates many ticks during the minute (tick_count). Then again in the next.
Sending only four ticks would be the most inaccurate simulation.
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From what I understand the current modelling of price data using 1 minute OHLC, sends 4 ticks (Open,High,Low,Close) of the 1 minute bar to the EA.
Is there a way to send these 4 ticks from another time frame, for example the OHLC of 1 hour bars to the EA?
My reasoning being that it would be the most efficient and most accurate to use the OHLC of the Trading time frame for EAs that trade bigger time frames.