Write milliseconds as volume (trick to backtest with ms)

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Write milliseconds as volume (trick to backtest with ms)

Postby forket86 » Thu Aug 29, 2019 4:34 pm

Hi,

The normal Backtest in meta trader 4 doesn't allow to read the milliseconds of the tick. The functions GetTickCount() and GetMicrosecondCount() are useful online, but not in backtest (this problem has been around since a while)! In order to circumvent this problem and use the full potential of the tick data provided by tickstory, it would be useful to find a way to use milliseconds as well in backtest.

One possible trick is the following: an option in tickstory to export milliseconds as volume (hence, as an integer). In this way, meta trader will believe volumes are just volumes and it would be enough to retrieve milliseconds from mq4 using whatever get volume function provided by mq4.

Is there something, at the moment, that allow to perform a similar trick? If not, would it be possible to add such a feature?

I know one possible solution would be to export the data in CSV format from tickstory and then specify the format of the CSV to perform the trick specified above.
Problem is that when the CSV gets big (a lot of years of data) and requires manipulation/transformation to HST/FXT it becomes a big pain, it would be really nice if tickstory would include such a feature.

Thanks a lot,
forket86
 
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