Discussion of article "Testing trading strategies on real ticks"
It would especially be helpful seeing that MQ may have an indirect partnership with Interactive Brokers, which do not store tick data for many of their symbols. But instead provide 400ms backfill for several years. So can mt5 handle sub-minute data for backtesting purposes?
It looks like Ohlc is not really an Ohlc price but the price of 4 time points, namely the price of 0 seconds, 20 seconds, 40 seconds and 59 seconds.
Perhaps it is better to call the price 4 points in 1 minute not 1 minute ohlc. because there are many misunderstandings including those who wrote this article ==> "1 minute OHLC" using only Open, High, Low and Close prices of minute bars;
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New article Testing trading strategies on real ticks has been published:
The article provides the results of testing a simple trading strategy in three modes: "1 minute OHLC", "Every tick" and "Every tick based on real ticks" using actual historical data.
Test reports of various modeling modes are displayed below as animated GIF images allowing you to compare the parameters.
Author: MetaQuotes Software Corp.