from the manual:
typedef struct T1
{
DATE time; // time of the tick in UTC time, OLE date/time format
float fVal; // price data
} T1;
typedef struct T6
{
DATE time;
float fHigh, fLow;
float fOpen, fClose;
float fVal, fVol; // additional data, like ask-bid spread, volume etc.
} T6;
but from the ducascopy i have tick data:
Date Time ,Bid ,Ask ,Volume BID,Volume Ask
-----------------------------------------------------------------
2016.01.04 00:00:00.039,1.01055,1.0109,1.00,1.75
2016.01.04 00:00:00.090,1.01048,1.01087,1.00,1.75
2016.01.04 00:00:00.192,1.01046,1.01085,1.00,2.25
2016.01.04 00:00:00.243,1.01049,1.01081,1.00,1.00
2016.01.04 00:00:00.944,1.01048,1.01082,1.00,1.75
Is a possible make my own historic data? (modify the "convert.c")
typedef struct T1a
{
DATE time;
float fTick;
float fBid, fAsk;
float fVBid, fVAsk; // additional data, like ask,bid volume etc.
} T1a;
in the strategy I use:
....
....
History = ".t1a";
....
....
If I call func:
price (int offset) : var => I'm get the Ask or Bid or Average price?
