problem with ibarshift getting values from higher timeframes in strategy tester - page 3

Er, no. Thinking about it, it will round to a Thu-Wed week, not Sun-Sat. The following should work on all periods:

datetime RoundTime(datetime tm) {
   switch (Timeframe) {
      case PERIOD_MN1:
         return tm - (tm % 86400) - ((TimeDay(tm) - 1) * 86400);
      case PERIOD_W1:
         return tm - (tm % 86400) - (TimeDayOfWeek(tm) * 86400);
      default:
         return tm - (tm % (Timeframe * 60));
   }
}

v3 attached, changing the RoundTime() function as above, and adding another couple of improvements (described in notes in the code's header).

It's faster than I was expecting. For example, the performance of its internal MTF_iBarShift seems extremely close to that of MT4's own iBarShift - around half a microsecond per call, on my computer.

I had wondered whether storing the bar table in a hashtable might be a better approach, but I don't believe that anything written in and reliant on MQL4 is going to match the speed which it gets from being able to use the platform's own native-code ArrayBsearch.