backtester and volume
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I have attempted to include volume from a number of different indicators to my algorithm. However, it appears that during backtesting none of the buffers contain any values. I also see that the FXDREEMA standard indicator list excludes volumes. Perhaps this is because volume values cannot be synthesized during backtesting? Is this "to be expected?" I am sort of stumped.
Thanks,
Dwight
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I'm not really aware of what Volume means on the chart. As I remember, there are 2 types of Volume in MetaTrader 5, which adds to my confusion. So I don't know what can bewrong with this really. What I can suggest is to use "Indicator tester" to check what the indicator is giving to the EA.
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I find it humorous that the industry consideres the concept of "volume" so difficult to define. It is only one of the most fundamental of questions one (at least a newbie) might ask... How many pips of transactions occurred in a given bar for that currency pair? In any case, when reading on the internet, no one really seems to know.
The indicators that I have found (e.g., BetterVolume1.5) all show zero in the tester for all of the buffers. However, when
running in "live" mode with the DATA window open, the buffers certainly contain data. Like I said, I assume that there is some form of data mining that happens in "real time" that is not accounted for in the tester related to "real" tick data vs. the calculated data used per minute in the tester. I am just a newbie, but this is my assumption from what I can find on the internet.I will test that portion of my algorithm when I shift to real-time demo mode.
Thanks,
Dwight
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BetterVolume 1.5 new.mq4 -
I can't confirm the problem with backtesting, I have positive values for all buffers when backtesting in Visual mode and also in non-visual mode. I also have values of 0, but not all the time and everywhere.
Volume is part of the history data, it's a property of each candle in the given timeframe. Maybe you don't have this part of the data in your history data? What do you have here? http://prntscr.com/7hkg0g
