You need to use tick-generated history files. Search google for "Birt tick data."

Weird MT4/ Strategy tester behavior observed

Thanks for the response. I will try your suggestions. I read your object pascal thread and I initially intended to port the indicator to that but I was somewhat overwhelmed by the syntax. It seems like that might be the way to go after all.

Synthetic hedges, cointegration, mean reversion and similar stuff

I was under the impression that R was supposed to execute faster than mql4 code, but my indicator is pretty slow I need a linear regression indicator (of price to time for a single currency) that can execute very quickly for optimization ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Very useful stuff guys, thanks for the info.

How to share data between 2 MT4 sessions?

Thanks a lot for all the code and info! Great work I use polynomial regression in my EA, and I optimize for up to a hundred thousand iterations. Currently I am calling the i-Regr indicator through iCustom(); which is slow as hell. From what I ...

Creating Metatrader DLLs with Lazarus / Free Pascal

instead of SetIndexStyle(0,DRAW_LINE,STYLE_DOT,0,1); try SetIndexStyle(0,DRAW_LINE,STYLE_DOT,1,Red);

Need a Lesson in Coding Please!

Thanks for the reply! I will definitely look into this. I just realized that I can probably just inject the values straight into the other MT4 platform AND induce it to tick just by using the WinUser32 API....

How to share data between 2 MT4 sessions?

I think I see what you are saying. Have you tried generating the Renko charts using my tick-by-tick method?

Renko Block Charts

You must be confused about the way Renko charts are drawn. What you are asking for is impossible.

Renko Block Charts

This is pretty much what I need - but I would like it to calculate the 0th bar (fx) and the 1st bar's regression on the same go. Otherwise I need to run the calculations twice with different bar shifts.

Integrating polynomial regression indicator into EA

"beneath the Sar and rising" - can you define "rising" and "beneath" a bit better? For "rising" : Do you mean the current candle? Or an MA? Or a linear regression? From how many bars away? Or do you mean "The distance between the SAR and the close ...

Help needed to code Parabolic SAR EA and test it

Thanks. I'll take a look at it later and get back to you

Integrating polynomial regression indicator into EA

And you got that without using iCustom()? If you would be so kind as to share it, I'd appreciate that

Integrating polynomial regression indicator into EA

Another tip: Artificially remove the spread in your back-test data, so that Ask=Bid. Then, instead of closing trades with a take profit and stop loss, simply close your trades on the next bar's open (regardless of p/l). This eliminates two variables ...

Optimization, statistics, and avoidance of curve fitting

I am not sure if it will solve the problem for that particular EA, but generally the reason EAs may fail on Renko charts or other offline charts is because new "ticks" do not activate the EA's start() function. This script will force the start() ...

Renko Block Charts

I found this script which seems to fix that problem:

Renko Block Charts

I made a mistake the last time I wrote out this formula. I guess its been too long to edit that post, so here is a new post with the revised formula: RESULT A TL = 1324 (trades) PL = 1.67 (profit factor) RESULT B Ts = 669 (trades) Ps = 2.05 (profit ...

Optimization, statistics, and avoidance of curve fitting