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Create a simple script that will generate a fixed 8 ticks throughout the file based on the 1Mintute OHLC CSV file. The tick generator will be based on this article here:
https://www.metatrader5.com/en/terminal/help/algotrading/testing
Input: 1 CSV file with 1M OHLC
2014.10.08 | 23:15 | 1.27319 | 1.27322 | 1.27315 | 1.27322 | 8 |
2014.10.08 | 23:16 | 1.27316 | 1.27317 | 1.27315 | 1.27315 | 8 |
2014.10.08 | 23:17 | 1.27315 | 1.27325 | 1.27315 | 1.2732 | 8 |
2014.10.08 | 23:18 | 1.27324 | 1.27326 | 1.27321 | 1.27324 | 8 |
Output: 1 CSV file with 8 ticks per 1M OHLC
2014.10.08 | 23:15:07.0 | 1.27319 | 1.27322 | 6.6 | 6.3 |
2014.10.08 | 23:15:14.0 | 1.27319 | 1.27322 | 3 | 4 |
2014.10.08 | 23:15:21.0 | 1.27319 | 1.27322 | 14.7 | 1.6 |
2014.10.08 | 23:15:28.0 | 1.27319 | 1.27322 | 2.5 | 13.1 |
2014.10.08 | 23:15:35.0 | 1.27319 | 1.27322 | 13.6 | 12.5 |
2014.10.08 | 23:15:42.0 | 1.27319 | 1.27322 | 44.2 | 11.6 |
2014.10.08 | 23:15:49.0 | 1.27319 | 1.27322 | 22.9 | 5.2 |
2014.10.08 | 23:15:56.0 | 1.27319 | 1.27322 | 11.5 | 4 |
2014.10.08 | 23:16:07.0 | 1.27319 | 1.27322 | 13.9 | 11.2 |
2014.10.08 | 23:16:14.0 | 1.27319 | 1.27322 | 2.4 | 3.2 |
2014.10.08 | 23:16:21.0 | 1.27319 | 1.27322 | 5.2 | 2 |
2014.10.08 | 23:16:28.0 | 1.27319 | 1.27322 | 34.4 | 20.1 |
2014.10.08 | 23:16:35.0 | 1.27319 | 1.27322 | 19.5 | 0.9 |
2014.10.08 | 23:16:42.0 | 1.27319 | 1.27322 | 22.7 | 2.4 |
2014.10.08 | 23:16:49.0 | 1.27319 | 1.27322 | 19.5 | 0.9 |
2014.10.08 | 23:16:56.0 | 1.27319 | 1.27322 | 22.7 | 2.4 |
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27
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2
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13
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1
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3
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4
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