External Data Feed to MT4 for historical playback
don't get your idea, why don't you backtest ? you do not need API for this......
IMHO backtesting using the strategy tester allows you to test a strategy with only one time period at a time. I look at 4 timeframes (Daily, 4hr, 1 hr and 15 mins) to decide on a trade and the strategy tester does not help in that situation.
Ae any of the following features available in Metatrader to meet the above requirement...
1. A feature similar to what Toyogo mentions would definitely meet the requirement.
2. If there is some way to point the Metatrader client terminal to a file based data feed instead of a server based data feed (defult configuration), it could help.
3. Another approach may be to support more than one chart with different timeframes in a strategy tester session with one timeframe being the main one for entering/exiting trades
4. Finally, supporting multiple sessions of a strategy tester each with a different time frame chart would also help but would start getting very complicated.
On a different topic, does metatrader support linking of multiple charts in a profile. By this I mean, is there a way to have, say, four charts (daily, 4hr, ihr and 15m) and link them such that when a crosshair is moved to a time location on a 15 min chart, crosshairs in the other linked charts (Daily, 4hr, 1hr) would also move to the candle at the same time location.
Look forward to your response.
Thanks
-Steve
"IMHO backtesting using the strategy tester allows you to test a strategy with only one time period at a time"
Not really, you have the EA fired at every tick, you can use any combination of iClose/iLow/iHigh( at any period available here) within your strategy if you want, not that i think the tester does not need impreovment, i think it does really need on Genetic Score and Testing Versus Optimization period.... (and real tick backtest of course)
Not really, you have the EA fired at every tick, you can use any combination of iClose/iLow/iHigh( at any period available here) within your strategy if you want, not that i think the tester does not need impreovment, i think it does really need on Genetic Score and Testing Versus Optimization period.... (and real tick backtest of course)
"IMHO backtesting using the strategy tester allows you to test a strategy with only one time period at a time"
Not really, you have the EA fired at every tick, you can use any combination of iClose/iLow/iHigh( at any period available here) within your strategy if you want, not that i think the tester does not need impreovment, i think it does really need on Genetic Score and Testing Versus Optimization period.... (and real tick backtest of course)
Not really, you have the EA fired at every tick, you can use any combination of iClose/iLow/iHigh( at any period available here) within your strategy if you want, not that i think the tester does not need impreovment, i think it does really need on Genetic Score and Testing Versus Optimization period.... (and real tick backtest of course)
Thanks Lyes for your response
Is it possible to visually see 4 timeframe charts in motion (visual mode) in strategy tester while an EA is being executed. I agree that we can use various timeframes in the EA code to compute your criteria for a trading decision but can we also visually "see" the various time frame charts?
Lyes, besides this question, I would appreciate if you could also respond to the "linking multiple charts" question in my previous note.
Thanks again
-Steve
"External Data Feed to MT4"
Ohh my God, this would be my greatest wish!!!
Ohh my God, this would be my greatest wish!!!
I am afraid we cannot see the different charts timeframe in realtime into the tester, but maybe you can make an indicator that will plot those different timeframes into the current one uses for the test......
how can i write my own data feeds?
can you give me some demo ?
thanks!
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Has anyone develope a datafeed api to enable the external data feed. For example, if I want to simulate the testing time back to 1Jan2003 for ES. I would first only load about few yrs the historical data for (1min, 5min, 15min... daily, weekly etc) from 1Jan1998 to 31Dec2002 (I'm back to the data as at 31Dec2002), then I start feeding the data through datafeed api from 1Jan2003 onward. From this point, I can test any trading strategy at the "near realtime" simulation but at the faster speed through controlling of data feeding into MT4.
Regards,
Toyogo