Indicator can not use Tick prices in stratgey tester.
I programmed an indicator that uses tick data, however, when I run it in the Strategy Tester, Ask price will not get populated on each tick so it won't work.
However, turned the indicator into and EA (in part) and it now has access to tick pricing however, I use indicator buffers for storing values relating to a each bar and can convert this part of the indicator to the EA since you can not use indicator buffers in an EA. I've read Many articles here and have not found any that address this.
Can anyone point me to one that address this?
Thanks!
Just turn your tick data into an fxt file and suppress MT4 from creating a new fxt file . . . it's been done already, http://eareview.net/tick-data
Alternatively have a read of this: Transferring an Indicator Code into an Expert Advisor Code. Indicator Structure - MQL4 Articles
Just turn your tick data into an fxt file and suppress MT4 from creating a new fxt file . . . it's been done already, http://eareview.net/tick-data
Raptor, your answer doesn't address the described problem. when i run into the same issue i found only one workaround. i wrapped the complete indicator logic in a library. outside of the Tester i load the indicator as always and access the library functionality. in Tester i call the library functions from the EA, not from an indicator. this way i have access to tick data.
you need to write the library functions in a way they can work with and without indicator buffers (EA's don't provide buffers). while running in an indicator the library uses the provided buffers. if running in an EA i create and manage my own buffers.
alternatively you may save the indicator logic in an include file, and include it both in the indicator and in your EA. you still have to distinguish between EA/indicator and need to manage your own buffers when required.
Thanks Raptor,the site http://eareview.net/tick-data appears to want to sell you something on how to back test and does not addresses my problem of access to the tick data ask price in an indicator or how to work around it.
Also, thanks paulepanke. What does the library do? You still have to use the EA and it does not give you access to buffers, so whats that all for? How do you manage your own buffers? How do you increase the size as new bars are added and how to you manage the shift, can you post some of your code that does this?
Thanks!
I programmed an indicator that uses tick data, however, when I run it in the Strategy Tester, Ask price will not get populated on each tick so it won't work.
The moment you press optimized the ST used the current spread and generates a tick pattern based on all available time frames. Ask price gets populated from the tick generated plus the current spread.
The premiss's of your question is wrong.
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I programmed an indicator that uses tick data, however, when I run it in the Strategy Tester, Ask price will not get populated on each tick so it won't work.
However, turned the indicator into and EA (in part) and it now has access to tick pricing however, I use indicator buffers for storing values relating to a each bar and can not convert this part of the indicator to the EA since you can not use indicator buffers in an EA. I've read Many articles here and have not found any that address this.
Can anyone point me to one that address this?
Thanks!