Reg:Mt4 code based on Eikon reuters data

amar_bishen 2013.10.15 08:46

I developed an EA on EUR-USD pair using Eikon Reuters data but the results and signals on Reuters feed and Mt4 feed are vastly different.

In Reuters,I am generating the signals on bar close,But in mt4 while doing strategy testing there is only an option for open price only.

Even discarding this, results are very different.Can any one help me regarding this?

Simon Gniadkowski 2013.10.15 08:53 #1

8896614676:

I developed an EA on EUR-USD pair using Eikon Reuters data but the results and signals on Reuters feed and Mt4 feed are vastly different.

In Reuters,I am generating the signals on bar close,But in mt4 while doing strategy testing there is only an option for open price only.

Even discarding this, results are very different.Can any one help me regarding this?

Use every tick model in the Strategy Tester, you can still generate your signal on bar close price.

amar_bishen 2013.10.15 10:17 #2

RaptorUK:
Use every tick model in the Strategy Tester, you can still generate your signal on bar close price.

Thanks for your response .RaptorUk

Can you explain me please, how can we generate the signal on bar close price using every tick model?

Simon Gniadkowski 2013.10.15 10:37 #3

8896614676:

Thanks for your response .RaptorUk

Can you explain me please, how can we generate the signal on bar close price using every tick model?

It depends on how you are generating your signal . . . if you are using MAs you can just use close prices, see PRICE_CLOSE if you are doing something else and want to generate your signal when the bar closes and use the close price then search the forum for "once per bar" and use Close[1] etc.

It's a little hard to be very specific without knowing exactly what you want to do . . .

Momentum - Oscillators - Momentum - Oscillators - Momentum - Oscillators -

amar_bishen 2013.10.17 08:37 #4

RaptorUK:
It depends on how you are generating your signal . . . if you are using MAs you can just use close prices, see PRICE_CLOSE if you are doing something else and want to generate your signal when the bar closes and use the close price then search the forum for "once per bar" and use Close[1] etc.

It's a little hard to be very specific without knowing exactly what you want to do . . .

Thanks RaptorUK for your response.I am trying for it.

New comment