Making a currency strength indicator work in the backtester by saving the data in a file

MQL4 Indicators

Job finished

Execution time 2 days

Specification

I have the "CSS" (currency strength) indicator. But since it relies on the data from multiple pairs, It does not work in MT4's backtester. I need a way to make it work in the backtester.

My idea is that we can make two indicators. We will load the first indicator on a live chart. Whenever the first indicator is loaded, it will save the historical values of the CSS indicator to a file, for example from 2015 until now (we specify the file name).

The second indicator is a reader. Whenever it is loaded in the backtester, it will read the historical values from the saved file & will show the values in the backtester....

The second indicator should exactly emulate the "CSS" indicator & show the historical values too.

It should work even when it is configured to show a higher time frame (or we can just specify another file name for the higher time frame).

The indicator is attached.


I'm open to other suggestions too.

Thank you very much

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