| bio | website | |
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| location | ||
| age | ||
| visits | member for | 9 months |
| seen | Dec 1 '12 at 9:48 | |
| stats | profile views | 2 |
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Nov 12 |
awarded | Supporter |
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Nov 3 |
comment |
Generate tick data from candlestick If I'm wrong I'm not alone ;-) stackoverflow.com/questions/9336444/… moreover I wonder if you really had a look at metatrader5.com/en/terminal/help/tester/tester_using/… |
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Nov 3 |
comment |
Generate tick data from candlestick In fact I would like to do this because Metatrader expert advisors have init function and start function. Start function is executed every incoming tick. I would like to make my own backtest tool to test strategy (probably using Python). I want my Python code also have init and start function.So I need to generate "pseudo tick data"... this is exactly the way Metatrader strategy tester is working. Of course you can't use this kind of "pseudo tick data" for M1 (or shortest timeframe)... but for a M15 strategy (with interpolated M1 data), it should be not very far from reality. |
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Nov 2 |
awarded | Student |
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Nov 2 |
asked | Generate tick data from candlestick |