Job finished
Execution time 1 day
Feedback from customer
Mehrdad is an excellent programmer, Will do business again!!!
Specification
I would like a script to drop on chart, like renkotocsv, that outputs the following into tick format as in the example
I can use a small boxsize for more accurate backtesting
This format:
date,time,O,H,L,C, volume
2016.09.12,18:31,102.010,102.017,102.000,102.000, 204
----------> will give 4 ticks in this format
datetime,bid,ask,volume
2016.09.12 18:31:00.001,102.010,ask,volume Open
2016.09.12 18:31:00.002,102.000,ask,volume ////// If the close is lower then open then low first then high
2016.09.12 18:31:00.003,102.017,ask,volume /////
2016.09.12 18:31:00.004,102.000,ask,volume Close
ask = bid + extern Spread
volume = volume / 4 rounded up to nearest whole, with 1 lowest
If the next bar is the same time 18:31 , continue the pattern 18:31:00.005 , so checking previous.
The script will convert the ohlc history into a " tick" data file.
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Project information
Budget
10 - 30 USD
Deadline
from 1 to 7 day(s)