use Volumes indior in backtest
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Thread: use Volumes indior in backtest

  1. #1
    Hello

    I'm unable to have data from the Volumes() indior when backtesting : the volumes seems just when using to a live chart.

    Is it normal? Is there an indi that I could use rather the built-in Volumes() indi?

    And I understand this is not real volume

    thanks

    Jeff

  2. #2
    Quote Originally Posted by ;
    hello I am not able to have data in the Volumes() indior when backtesting : the volumes appears just when using to a live chart. is it normal? Is there a indi that I could use instead the built-in Volumes() indi? And I know that this is not real volume thanks Jeff
    one very simple method: load this volume indior and also save the values with the script/indi/ea in a file. Use this file for your backtest. I know if that can work (not tested) , but seems logic for me personally. But are the easiest way maybe and accurate.

    Or alternative way more difficult : get tick data. Then add altered ticks together for every 1,5 15.... Min bar. So you receive whats calculated at the volume indior.
    Because volume indiors (stupid title for what its own is in metatrader: greater price change indior) are calculated in metatrader with chnaged price, and this is not stored right, you need to download quotes from dukascopy or alternative sources as tickchart, then use excel or programmed ea that calculated out of that file the amount of price changes within this bar.

    But I should warn you ofcourse, because its origin from other brokers, you can habve unique benefits, because youre broker can get less or more price fluctuations.

    This indior is not often much worth , because its distinct in most brokers.

    Maybe you loe some tick data for your broker.

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