Specification
Hello. I need help/system to backtest any signal from history trades (http://www.mql5.com/signals) with fixed expiry time.
Has to work for both MT4 and MT5 signals.
Based on the History Trades the system have to:
1. Find the opening price on the asset with my broker/pricefeed with the same time as Signalprovider. To check the slippage.
2. Find the closing price on different fixed expiry times. (ex: 2, 5, 10, 15 , 60 min etc)
3. System have to be able to handle multiple currency/pairs at the same time. (The same as the signalprovider)
Spesifications:
System have to check:
a) Signal open a new positon/trade = find the closing prices with fixed expiry times
b) Signal close a old position = do nothing
Requirements:
The history trades can be downloaded to a .csv file.
System has to filter out and use only "opening signals"(going in). ("Closing signals" will be irrelevant to my system.)
System has to plot a new .csv files with the result of the backtesting for further analyze.
(or alternative; a good UI inside Metatrader? )
I can send spesifications on what kind of information I want.
System also has to work on MT5 signals!
I am also open for other soultions for this side-step project?