如何从策略测试器 (MT4) 中的周期设置以外的时间范围获取数据

Question

I want to know How can I get data from a time frame other than period setting in Strategy Tester (a part of MetaTrader4 Trading Terminal), using the sample code below, I get zero results for op2 & EMA2 whenever I choose a period setting other than M5 in the Strategy Tester.

How can I fix it?

  void OnTick()
  {  
       string print = "\n\n\n\n\n\n" +
                      "\n op1= "   + iOpen(NULL,PERIOD_CURRENT,0) +
                      "\n op2= "   + iOpen(NULL,PERIOD_M5,0) +
                      "\n EMA1 : " +   iMA(NULL,PERIOD_CURRENT,21,0,MODE_EMA,PRICE_CLOSE,0) +
                      "\n EMA2 : " +   iMA(NULL,PERIOD_M5,21,0,MODE_EMA,PRICE_CLOSE,0);
    
       Comment(print);        
  }

Answer 1

Q : "How can I fix it?"

Well,

for about the last 12+ years, this (otherwise properly crafted piece of syntax) has never worked correctly inside the MetaTrader Terminal 4 Strategy Tester.

If in doubts here, one may try to re-run the very same piece of code inside an Expert Advisor or Script type-of-MQL4-code & you shall see no troubles there (sure, only in cases the FOREX Market QUOTE -message-feed is live & delivering QUOTE -tick FX market-events that trigger the EA- OnTick() -method ... for obvious reasons this is no problem for a Script type-of-MQL4-code)

Answer 2

Actually, this can be fixed, but with one limitation - you can only request higher-timeframe data when running a backtest on a lower timeframe. For example, if you were to run a backtest on M5, this would return non-zero values:

  void OnTick()
  {  
       string print = "\n\n\n\n\n\n" +
                      "\n op1= "   + iOpen(NULL,PERIOD_CURRENT,0) +
                      "\n op2= "   + iOpen(NULL,PERIOD_M15,0) +
                      "\n EMA1 : " +   iMA(NULL,PERIOD_CURRENT,21,0,MODE_EMA,PRICE_CLOSE,0) +
                      "\n EMA2 : " +   iMA(NULL,PERIOD_M15,21,0,MODE_EMA,PRICE_CLOSE,0);
    
       Comment(print);        
  }

Luckily, it is often possible to rewrite the EA's logic in such a way as to work from lower timeframe with a higher timeframe for backtesting purposes.